Sequential change point detection in high dimensional time series (Q2154962): Difference between revisions

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-Dette, Holger
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+Dette, Holger
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+.00636
@@ Property / arXiv ID: 2006.00636 / rank @@
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@@ Property / cites work @@
+Sequential testing with uniformly distributed size
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Two moments suffice for Poisson approximations: The Chen-Stein method
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+SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
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+Delay time in sequential detection of change
@@ Property / cites work: Delay time in sequential detection of change / rank @@
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+Change‐point monitoring in linear models
@@ Property / cites work: Change‐point monitoring in linear models / rank @@
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+Change-point detection in high-dimensional covariance structure
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+Komlós-Major-Tusnády approximation under dependence
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+Q4269108
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+Q4714465
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+Modified procedures for change point monitoring in linear models
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+Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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+Robust monitoring of CAPM portfolio betas
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+Monitoring Structural Change
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+Two tests for sequential detection of a change-point in a nonlinear model
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+Q5485944
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+Normal rank
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+Relevant change points in high dimensional time series
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+A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters
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+A central limit theorem for stationary random fields
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+Q4343010
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+High-dimensional change-point detection under sparse alternatives
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+The Asymptotic Distribution of the Range of Sums of Independent Random Variables
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+Asymptotic distribution of the delay time in Page's sequential procedure
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+Page's sequential procedure for change-point detection in time series regression
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+A new approach for open‐end sequential change point monitoring
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+Inference about the change-point from cumulative sum tests
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+Monitoring multivariate time series
@@ Property / cites work: Monitoring multivariate time series / rank @@
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@@ Property / cites work @@
+Monitoring changes in linear models
@@ Property / cites work: Monitoring changes in linear models / rank @@
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+Bootstrapping sequential change-point tests for linear regression
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Uniform change point tests in high dimension
@@ Property / cites work: Uniform change point tests in high dimension / rank @@
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Q5214199
@@ Property / cites work: Q5214199 / rank @@
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@@ Property / cites work @@
+Bootstrapping Sequential Change-Point Tests
@@ Property / cites work: Bootstrapping Sequential Change-Point Tests / rank @@
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@@ Property / cites work @@
+On the use of estimating functions in monitoring time series for change points
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+Modified sequential change point procedures based on estimating functions
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+Power in High‐Dimensional Testing Problems
@@ Property / cites work: Power in High‐Dimensional Testing Problems / rank @@
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+Q2739217
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+Detection and localization of change-points in high-dimensional network traffic data
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+Q2844450
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+Is Average Run Length to False Alarm Always an Informative Criterion?
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+Efficient scalable schemes for monitoring a large number of data streams
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+Optimal stopping times for detecting changes in distributions
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+CONTINUOUS INSPECTION SCHEMES
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+CONTROL CHARTS WITH WARNING LINES
@@ Property / cites work: CONTROL CHARTS WITH WARNING LINES / rank @@
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+Sequential change detection in the presence of unknown parameters
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+Sequential block bootstrap in a Hilbert space with application to change point analysis
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+High-dimensional change-point estimation: combining filtering with convex optimization
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+Q5420263
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+A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods
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+Asymptotic Statistics
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+Sequential Tests of Statistical Hypotheses
@@ Property / cites work: Sequential Tests of Statistical Hypotheses / rank @@
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+Q5053270
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+Inference for change points in high-dimensional data via selfnormalization
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+High Dimensional Change Point Estimation via Sparse Projection
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+Monitoring correlation change in a sequence of random variables
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+Nonlinear system theory: Another look at dependence
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+Gaussian approximations for non-stationary multiple time series
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+Sequential multi-sensor change-point detection
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+Gaussian approximation for high dimensional vector under physical dependence
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+Publication:2154962