2 citations · 2 across the 4 of their papers we have counts for
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stat.ME2026
Online detection of distributional changes for time series in metric spaces
B. Cooper Boniece, Lajos Horváth, Lorenzo Trapani
We propose an online testing framework for detecting distributional changes in serially dependent data with values in a separable metric space. Based on two-sample -statistics,…
stat.ME2023★ 2 cited
Real-time monitoring with RCA models
Lajos Horváth, Lorenzo Trapani
We propose a family of weighted statistics based on the CUSUM process of the WLS residuals for the online detection of changepoints in a Random Coefficient Autoregressive model, us…