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A new approach for open-end sequential change point monitoring
v1v2v3v4 (latest)

A new approach for open-end sequential change point monitoring

Journal of Time Series Analysis (JTSA), 2019
3 June 2019
Josua Gösmann
Tobias Kley
Holger Dette
ArXiv (abs)PDFHTML

Papers citing "A new approach for open-end sequential change point monitoring"

7 / 7 papers shown
On Stute's representation for a class of smooth, possibly data-adaptive
  empirical copula processes
On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes
I. Kojadinovic
222
3
0
24 Apr 2022
Fast Online Changepoint Detection via Functional Pruning CUSUM
  statistics
Fast Online Changepoint Detection via Functional Pruning CUSUM statistics
Gaetano Romano
I. Eckley
Paul Fearnhead
G. Rigaill
339
38
0
15 Oct 2021
Online change-point detection for a transient change
Online change-point detection for a transient changeStatistics and its Interface (SII), 2021
J. Noonan
106
0
0
06 Apr 2021
A review on minimax rates in change point detection and localisation
A review on minimax rates in change point detection and localisation
Yi Yu
299
18
0
03 Nov 2020
Open-end nonparametric sequential change-point detection based on the
  retrospective CUSUM statistic
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statisticElectronic Journal of Statistics (EJS), 2020
Mark Holmes
I. Kojadinovic
172
3
0
16 Jul 2020
Sequential change point detection in high dimensional time series
Sequential change point detection in high dimensional time seriesElectronic Journal of Statistics (EJS), 2020
Josua Gösmann
Christina Stoehr
Johannes Heiny
Holger Dette
AI4TS
386
17
0
31 May 2020
Asymptotic delay times of sequential tests based on U-statistics for
  early and late change points
Asymptotic delay times of sequential tests based on U-statistics for early and late change pointsJournal of Statistical Planning and Inference (JSPI), 2020
Claudia Kirch
Christina Stoehr
189
8
0
19 Mar 2020
1
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