The following pages link to Monitoring Structural Change (Q4895055):
Displayed 50 items.
- 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)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Sequential change-point detection in a multinomial logistic regression model (Q2053415) (← links)
- Monitoring for a change point in a sequence of distributions (Q2054495) (← links)
- Anomaly detection: a functional analysis perspective (Q2078552) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
- Monitoring parameter change in linear regression model based on the efficient score vector (Q2161716) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← 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)
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
- Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
- Detection of Changes in INAR Models (Q2833353) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← 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)
- Nonparametric partially random sequential test under Phase II sampling: An illustration to monitor water samples for arsenic contamination (Q2958400) (← 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)