Asymptotic delay times of sequential tests based on U-statistics for early and late change points
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DOI: 10.1016/j.jspi.2022.04.001
Abstract: Sequential change point tests aim at giving an alarm as soon as possible after a structural break occurs while controlling the asymptotic false alarm error. For such tests it is of particular importance to understand… read more here.
Keywords: change; sequential change; change points; based statistics ... See more keywords