Modified procedures for change point monitoring in linear models

DOI10.1016/j.matcom.2010.06.021zbMath1201.62073OpenAlexW2075026176MaRDI QIDQ609076

Zhanshou Chen, Zheng Tian

Publication date: 30 November 2010

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.06.021

zbMATH Keywords

bandwidthlinear modelaverage run lengthchange point monitoring

Mathematics Subject Classification ID

Related Items (9)

Sequential change point detection in high dimensional time series ⋮ Monitoring mean and variance change-points in long-memory time series ⋮ MOSUM monitoring for variance change in nonparametric regression models ⋮ Modified sequential change point procedures based on estimating functions ⋮ Ratio tests for variance change in nonparametric regression ⋮ Sequential Monitoring Variance Changes in Location Model ⋮ Sequential Monitoring for Changes in Models with a Polynomial Trend ⋮ Sequential change-point detection in a multinomial logistic regression model ⋮ A new approach for open‐end sequential change point monitoring

Cites Work

• Unnamed Item
• Unnamed Item
• Monitoring disruptions in financial markets
• Delay time in sequential detection of change
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• On sequential detection of parameter changes in linear regression
• Monitoring unit root and multiple structural changes: An information criterion approach
• Change‐point monitoring in linear models
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• The Cusum Test for Parameter Change in Regression Models with ARCH Errors
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• Monitoring Structural Change

This page was built for publication: Modified procedures for change point monitoring in linear models