{"ID":2825101,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2512.22412","arxiv_id":"2512.22412","title":"Sequential change-point detection for generalized Ornstein-Uhlenbeck processes","abstract":"In this article, we study sequential change-point methods for discretely observed generalized Ornstein-Uhlenbeck processes with periodic drift. Two detection methods are proposed, and their respective performance is studied through numerical experiments for several choices of parameters.","short_abstract":"In this article, we study sequential change-point methods for discretely observed generalized Ornstein-Uhlenbeck processes with periodic drift. Two detection methods are proposed, and their respective performance is studied through numerical experiments for several choices of parameters.","url_abs":"https://arxiv.org/abs/2512.22412","url_pdf":"https://arxiv.org/pdf/2512.22412v1","authors":"[\"Yunhong Lyu\",\"Bouchra R. Nasri\",\"Bruno N. Rémillard\"]","published":"2025-12-26T23:54:34Z","proceeding":"math.ST","tasks":"[\"math.ST\"]","methods":"[]","has_code":false}