2 papers
math.PR2025
Practical properties of the CUSUM process
Michael Baron, Sergey V. Malov
We establish new properties of the Lindley process, also known as the waiting time process or the cumulative-sum (CUSUM) process, as well as its running maximum. Unlike many other…
math.ST2021
Detection and Estimation of Multiple Transient Changes
Baron Michael, Malov Sergey
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and retur…