Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595): Difference between revisions

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+Monitoring disruptions in financial markets
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+Normal rank
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+Delay time in sequential detection of change
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+Testing for changes in polynomial regression
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+Delay times of sequential procedures for multiple time series regression models
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+Modified procedures for change point monitoring in linear models
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+Monitoring Structural Change
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+Monitoring changes in linear models
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+On the Performance of the Fluctuation Test for Structural Change
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+Distinguishing between trend-break models: method and empirical evidence
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+Tests for changes in models with a polynomial trend
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+A note on tests for partial parameter instability in the trend stationary model.
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+The generalized fluctuation test: A unifying view
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+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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