Modified sequential change point procedures based on estimating functions
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Recommendations
- Sequential Change-Point Detection and Estimation
- Sequential change point tests based on \(U\)-statistics
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- On the use of estimating functions in monitoring time series for change points
- Page's sequential procedure for change-point detection in time series regression
Cites work
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- A MOSUM procedure for the estimation of multiple random change points
- Bootstrapping Sequential Change-Point Tests
- Bootstrapping sequential change-point tests for linear regression
- Change‐point monitoring in linear models
- Delay time in sequential detection of change
- Detection of changes in multivariate time series with application to EEG data
- Implementing a class of structural change tests: an econometric computing approach
- Modified procedures for change point monitoring in linear models
- Monitoring Structural Change
- Monitoring changes in linear models
- Monitoring disruptions in financial markets
- On the Performance of the Fluctuation Test for Structural Change
- On the online detection of monotonic trends in time series
- On the reaction time of moving sum detectors
- On the use of estimating functions in monitoring time series for change points
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Sequentiel testing for the stability of high-frequency portfolio betas
- Testing for parameter stability in nonlinear autoregressive models
- Testing, monitoring, and dating structural changes in exchange rate regimes
- Two tests for sequential detection of a change-point in a nonlinear model
Cited in
(23)- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Poisson QMLE for change-point detection in general integer-valued time series models
- A new approach for open‐end sequential change point monitoring
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
- Sequential change point test in the presence of outliers: the density power divergence based approach
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
- Online non-parametric changepoint detection with application to monitoring operational performance of network devices
- Inference for nonstationary time series of counts with application to change-point problems
- A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
- Anomaly detection: a functional analysis perspective
- Monitoring procedures for strict stationarity based on the multivariate characteristic function
- Sequential change point detection in high dimensional time series
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
- On the use of estimating functions in monitoring time series for change points
- A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
- Page's sequential procedure for change-point detection in time series regression
- A Note on Online Change Point Detection
- Modified procedures for change point monitoring in linear models
- Sequential change point tests based on \(U\)-statistics
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- Monitoring mean and variance change-points in long-memory time series
- Real-time detection of a change-point in a linear expectile model
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