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Meiting Zhu

Xiamen University

SCHOLARLY PAPERS

1

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45

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0

Scholarly Papers (1)

1.

Online Change-Point Detection in Time Series: An Adjusted-Range-Based Self-Normalization Approach

Number of pages: 54 Posted: 10 Jul 2025
Xiamen University, Cornell University - Department of Economics, University of Chinese Academy of Sciences - School of Economics and Management and University of Cambridge
Downloads 45 (1,133,231)

Abstract:

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adaptive statistical methods, change-point analysis, cumulative sum, functional ofempirical distribution, online monitoring.