Online jump and kink detection in segmented linear regression: Statistical optimality meets computational efficiency
Authors Hüselitz A, Li H, Munk A Journal Arxiv Citation arXiv:2503.05270. Abstract We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM-type statistics attain the minimax optimal rates for localizing the change