The following pages link to Monitoring Structural Change (Q4895055):
Displayed 35 items.
- Change‐point monitoring in linear models (Q3422390) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887) (← links)
- On the Performance of the Fluctuation Test for Structural Change (Q3518364) (← links)
- Some statistical aspects of methods for detection of turning points in business cycles (Q3592562) (← links)
- Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures (Q3625266) (← links)
- Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate (Q3630047) (← links)
- Sequential Detection of Change-Points in Linear Models (Q3630053) (← links)
- (Q3639852) (← links)
- Monitoring Distributional Changes in Autoregressive Models (Q3645021) (← links)
- Evaluations of likelihood ratio methods for surveillance. (Q4490190) (← links)
- Editor’s special invited paper: On the efficient score vector in sequential monitoring (Q4603854) (← links)
- An online change detection test for parametric discrete-time stochastic processes (Q4689947) (← links)
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- (Q4986380) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- Monitoring sequential structural changes in penalized high-dimensional linear models (Q5012705) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)
- A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674) (← links)
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems (Q5123385) (← links)
- Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)
- Page's sequential procedure for change-point detection in time series regression (Q5263973) (← links)
- Delay time in monitoring jump changes in linear models (Q5299460) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
- Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (Q5881097) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- Real-time change point detection in linear models using the ranking selection procedure (Q6111154) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function (Q6148342) (← links)