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07/18/2022
Change point detection in high dimensional data with U-statistics
We consider the problem of detecting distributional changes in a sequenc...
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04/27/2021
Changepoint detection in random coefficient autoregressive models
We propose a family of CUSUM-based statistics to detect the presence of ...
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10/06/2020
Limit results for L^p functionals of weighted CUSUM processes
The cumulative sum (CUSUM) process is often used in change point analysi...
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02/10/2020
Sequential Monitoring of Changes in Housing Prices
We propose a sequential monitoring scheme to find structural breaks in r...
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04/03/2019