Change-Point Detection in Ornstein-Uhlenbeck Processes: A Sequential Approach
Published:Dec 26, 2025 23:54
•1 min read
•ArXiv
Analysis
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.
Key Takeaways
Reference
“The paper focuses on change-point detection for generalized Ornstein-Uhlenbeck processes.”