Monitoring parameter change in AR\((p)\) time series models (Q1002353): Difference between revisions

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+Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
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+Sequential detection of abrupt changes in spectral characteristics of digital signals
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+Sequential Change-Point Detection and Estimation
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+Change detection in autoregressive time series
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+An application of the maximum likelihood test to the change-point problem
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+On the detection of changes in autoregressive time series. II: Resampling procedures
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+The Effect of Serial Correlation on the Performance of CUSUM Tests
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+An approximation of partial sums of independent RV'-s, and the sample DF. I
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+An approximation of partial sums of independent RV's, and the sample DF. II
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+Optimal stopping times for detecting changes in distributions
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+A test for a change in a parameter occurring at an unknown point
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+Asymptotics for linear processes
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+Performance of CUSUM Control Schemes for Serially Correlated Observations
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+A Statistical Control Chart for Stationary Process Data
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