Change-Point Detection in Ornstein-Uhlenbeck Processes: A Sequential Approach

This ArXiv paper likely presents novel methods for detecting changes in the statistical properties of Ornstein-Uhlenbeck processes, a common stochastic model. The research could have significant implications for various applications involving time series analysis and signal processing.

• •Focuses on sequential change-point detection.
• •Applies to generalized Ornstein-Uhlenbeck processes.
• •Aims to improve change detection accuracy in stochastic models.