95 citations · 256 across the 23 of their papers we have counts for
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math.ST2020★ 3 cited
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
Mark Holmes, Ivan Kojadinovic
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism ha…
stat.ME2020★ 12 cited
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
Ivan Kojadinovic, Ghislain Verdier
The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is…