Name of Quantlet: OnlineMonitoring_FunctionalTS_ARSN

Published in: Streaming Curves, Structural Shifts: Tuning-Lean Online Monitoring via Self-Normalization

Description: R code accompanying the manuscript "Online Monitoring of Financial Functional Time Series". Implements tuning-free online change-point monitoring for functional time series using adjusted-range self-normalization (RSMS), Shao-type self-normalization (SSMS), and a CUSUM-style benchmark (CSMS). The repository provides Monte Carlo critical values, simulation studies (size and power under multiple DGPs), and empirical illustrations for functional river-flow type data and S&P 500 (SPX) data (SPX.csv not included).

Submitted: 08 January 2026

Keywords: 
- Functional time series
- Online monitoring
- Change-point detection
- Self-normalization
- Adjusted range
- FPCA
- CUSUM
- Critical values
- Monte Carlo simulation
- Financial econometrics
- R

Author: Jiajing Sun, Meiting Zhu, Wolfgang Karl Härdle, Zhuo Lin