The following pages link to Monitoring Structural Change (Q4895055):
Displayed 50 items.
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Asymptotic distribution of the delay time in Page's sequential procedure (Q393539) (← links)
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Change-point monitoring for online stochastic approximations (Q608474) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- A note on monitoring time-varying parameters in an autoregression (Q745379) (← links)
- Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- Information, addiction, and `bad choices': Lessons from a century of cigarettes (Q1852894) (← links)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- Monitoring changes in linear models (Q1888862) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Bootstrapping sequential change-point tests for linear regression (Q1936671) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- Sequential change point detection in linear quantile regression models (Q2348323) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- On sequential detection of parameter changes in linear regression (Q2373671) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Testing, monitoring, and dating structural changes in exchange rate regimes (Q2445622) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
- Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Sequential Change-Point Detection in State-Space Models (Q2888569) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location Under Pairwise Dependence Between Two Phases (Q3006705) (← links)
- CUSUM Methods for Monitoring Structural Changes in Structural Equations (Q3007854) (← links)
- Sufficient Reduction in Multivariate Surveillance (Q3015896) (← links)
- Monitoring Structural Changes in Generalized Linear Models (Q3391838) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)