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math.ST2025
TWIN: Two window inspection for online change point detection
Patrick Bastian, Tim Kutta
We propose a new class of sequential change point tests, both for changes in the mean parameter and in the overall distribution function. The methodology builds on a two-window ins…
math.ST2025
Choosing the Right Norm for Change Point Detection in Functional Data
Patrick Bastian
We consider the problem of detecting a change point in a sequence of mean functions from a functional time series. We propose an norm based methodology and establish its theo…