Conformal CUSUM can be tuned so its pre-change statistics match the ideal likelihood-ratio CUSUM exactly, giving controlled false alarms under exchangeability alone.
Stochastic Finance: An Introduction in Discrete Time
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Validity and efficiency of the conformal CUSUM procedure
Conformal CUSUM can be tuned so its pre-change statistics match the ideal likelihood-ratio CUSUM exactly, giving controlled false alarms under exchangeability alone.