A new approach for open‐end sequential change point monitoring
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Publication:4997687
DOI10.1111/jtsa.12555zbMath1468.62338arXiv1906.03225OpenAlexW3048416316MaRDI QIDQ4997687
Josua Gösmann, Tobias Kley, Dette, Holger
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.03225
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Sequential estimation (62L12)
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