6 citations · 9 across the 4 of their papers we have counts for
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math.ST2020★ 2 cited
Sequential change point detection in high dimensional time series
Josua Gösmann, Christina Stoehr, Johannes Heiny +1
Change point detection in high dimensional data has found considerable interest in recent years. Most of the literature either designs methodology for a retrospective analysis, whe…
math.ST2020★ 1 cited
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
Claudia Kirch, Christina Stoehr
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…
math.ST2019★ 6 cited
Sequential change point tests based on U-statistics
Claudia Kirch, Christina Stoehr
We propose a general framework of sequential testing procedures based on -statistics which contains as an example a sequential CUSUM test based on differences in mean but also i…