Monitoring change in the mean vector of multivariate normal distribution

DOI10.3770/J.ISSN:2095-2651.2015.04.010MaRDI QIDQ3461382zbMATH OpenFDO

Authors Wei-Qi Liu, Jinfang Liu, Ruibing Qin

Publication date 15 January 2016

Full work available at URL https://doi.org/10.3770/J.ISSN:2095-2651.2015.04.010

zbMATH Keywords

change-pointonline monitoringrecursive residuals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Hypothesis testing in multivariate analysis (62H15) Sequential statistical analysis (62L10)

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Cited in

(4)

• Monitoring shifts in mean: asymptotic normality of stopping times
• Detecting shifts in functions of multivariate location and covariance parameters
• Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes
• Monitoring mean changes in persistent multivariate time series

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