Monitoring changes in linear models

DOI10.1016/j.jspi.2003.07.014zbMath1075.62054MaRDI QIDQ1888862

Lajos Horváth, Josef G. Steinebach, Marie Hušková, Piotr S. Kokoszka

Publication date: 29 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.07.014

zbMATH Keywords

CUSUM; Change-point; Linear model; Residuals; Sequential tests

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62L10: Sequential statistical analysis

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