Two tests for sequential detection of a change-point in a nonlinear model

DOI10.1016/j.jspi.2013.05.010zbMath1432.62272arXiv1206.2729OpenAlexW2963323169MaRDI QIDQ394776

Gabriela Ciuperca

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2729

zbMATH Keywords

bootstrapasymptotic behaviorsequential detectionchange-pointssize testweighted CUSUM

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (8)

Sequential change point detection in high dimensional time series ⋮ Test by adaptive Lasso quantile method for real-time detection of a change-point ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Real time change-point detection in a nonlinear quantile model ⋮ Modified sequential change point procedures based on estimating functions ⋮ On the use of estimating functions in monitoring time series for change points ⋮ Comments on: ``Extensions of some classical methods in change point analysis ⋮ Comments on: ``Extensions of some classical methods in change point analysis

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