Monitoring Structural Changes in Generalized Linear Models
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Cites work
- A note on monitoring time-varying parameters in an autoregression
- Change‐point monitoring in linear models
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Detection of structural changes in generalized linear models
- Generalized M‐fluctuation tests for parameter instability
- Limit theorems for change in linear regression
- MOSUM tests for parameter constancy
- Monitoring Structural Change
- Monitoring changes in linear models
- Monitoring structural changes with the generalized fluctuation test
- Testing for the Constancy of Parameters Over Time
- Tests For Constancy Of Model Parameters Over Time
- The Cusum Test with Ols Residuals
- The Use of MOSUMS for Quality Control
- The generalized fluctuation test: A unifying view
Cited in
(20)- Two tests for sequential detection of a change-point in a nonlinear model
- Ratio detections for change point in heavy tailed observations
- Weighted-residual based detection methods for gradual structure-changes in linear models
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Monitoring changes in linear models
- Variable window scan statistics for normal data
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Approximations and inequalities for moving sums
- Concept Drift Monitoring and Diagnostics of Supervised Learning Models via Score Vectors
- Sequential change-point detection in a multinomial logistic regression model
- One dimensional scan statistics generated by some dependent stationary sequences
- Approximations for the boundary crossing probabilities of moving sums of random variables
- Monitoring parameter changes in models with a trend
- CUSUM methods for monitoring structural changes in structural equations
- Change‐point monitoring in linear models
- Monitoring Structural Change
- Sequential change point detection in linear quantile regression models
- Monitoring structural changes with the generalized fluctuation test
- Monitoring sequential structural changes in penalized high-dimensional linear models
- Real time change-point detection in a nonlinear quantile model
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