MOSUM monitoring for variance change in nonparametric regression models

DOI10.1080/03610918.2017.1350271MaRDI QIDQ5085041zbMATH OpenOpenAlexFDO

Authors Peiyan Qi, Xifa Duan, Zheng Tian

Publication date 29 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1350271

zbMATH Keywords

monitoringMOSUMnonparametric regressionvariance change

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites work

• Cross-validatory bandwidth selections for regression estimation based on dependent data
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
• scientific article; zbMATH DE number 5071096 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Modified procedures for change point monitoring in linear models
• Monitoring changes in linear models
• Monitoring disruptions in financial markets
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• Ratio tests for variance change in nonparametric regression
• Semiparametric Regression
• Sequential monitoring for change in scale
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

Cited in

(1)

• Online monitoring variance change in a linear regression model with long-memory errors

Describes a project that uses

Uses Software

• SemiPar

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