Monitoring changes in linear models
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Cites work
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- A new test for structural stability in the linear regression model
- A priori estimates in problems of ``change-points of a random sequence.
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An approximation of partial sums of independent RV's, and the sample DF. II
- Detection of abrupt changes: theory and application
- Monitoring Structural Change
- Nearly optimal sequential tests of composite hypotheses
- Testing for Structural Change in Dynamic Models
- Testing for changes in multivariate dependent observations with an application to temperature changes
- The approximation of partial sums of independent RV's
Cited in
(98)- Asymptotic distribution of the delay time in Page's sequential procedure
- Structural changes in autoregressive models for binary time series
- Two tests for sequential detection of a change-point in a nonlinear model
- Page's sequential procedure for change-point detection in time series regression
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
- Weighted-residual based detection methods for gradual structure-changes in linear models
- MOSUM monitoring for variance change in nonparametric regression models
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends
- Modified sequential change point procedures based on estimating functions
- Sequential testing of gradual changes in the drift of a stochastic process
- Delay time in monitoring jump changes in linear models
- Sequential monitoring variance change in linear regression model
- Adaptive Change Point Monitoring for High-Dimensional Data
- On the Performance of the Fluctuation Test for Structural Change
- Some partially sequential nonparametric tests for detecting linear trend
- Bootstrapping sequential change-point tests for linear regression
- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- Monitoring persistence change in infinite variance observations
- Strong approximations and sequential change-point analysis for diffusion processes
- Monitoring parameter change in time series models
- Monitoring change in persistence in linear time series
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Testing, monitoring, and dating structural changes in exchange rate regimes
- On the use of estimating functions in monitoring time series for change points
- Sequential detection of parameter changes in dynamic conditional correlation models
- Nonparametric partially random sequential test under phase II sampling: an illustration to monitor water samples for arsenic contamination
- Extensions of some classical methods in change point analysis
- Sequential monitoring variance changes in location model
- On line monitoring of linear profiles
- On the reaction time of moving sum detectors
- Reaction times of monitoring schemes for ARMA time series
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
- Sequential monitoring for change in scale
- Structural breaks in time series
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Change detection in the slope parameter of a linear regression model
- Real-time change point detection in linear models using the ranking selection procedure
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Change-point monitoring for online stochastic approximations
- Modified procedures for change point monitoring in linear models
- Monitoring changes in RCA models
- Bootstrapping Sequential Change-Point Tests
- Estimating nonlinear regression with and without change-points by the LAD method
- On sequential detection of parameter changes in linear regression
- Sequential monitoring for changes from stationarity to mild non-stationarity
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Strong approximation for RCA(1) time series with applications
- Monitoring risk in a ruin model perturbed by diffusion
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods
- 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
- Asymptotic properties of bubble monitoring tests
- 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
- Monitoring shifts in mean: asymptotic normality of stopping times
- Collective Anomaly Detection in High-Dimensional Var Models
- Online change-point detection for matrix-valued time series with latent two-way factor structure
- A data-driven approach to detecting change points in linear regression models
- Sequential Detection of Change-Points in Linear Models
- Monitoring parameter change in linear regression model based on the efficient score vector
- Extreme value distribution of a recursive-type detector in linear model
- Empirical likelihood test in a posteriori change-point nonlinear model
- Test by adaptive Lasso quantile method for real-time detection of a change-point
- Sequential Monitoring for Changes in Models with a Polynomial Trend
- Monitoring procedures to detect unit roots and stationarity
- Real-time detection of a change-point in a linear expectile model
- Monitoring Structural Changes in Generalized Linear Models
- Local Fourier tests for structural change based on residuals
- Sequential change-point detection in a multinomial logistic regression model
- An online change detection test for parametric discrete-time stochastic processes
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
- Monitoring Residual Autocorrelations in Dynamic Linear Models
- Monitoring parameter changes in models with a trend
- Monitoring test for stability of copula parameter in time series
- Monitoring procedure for parameter change in causal time series
- Sequential Change-Point Detection in State-Space Models
- A new approach for open‐end sequential change point monitoring
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- CUSUM methods for monitoring structural changes in structural equations
- Change‐point monitoring in linear models
- Change-point methods for multivariate time-series: paired vectorial observations
- Delay times of sequential procedures for multiple time series regression models
- Monitoring Structural Change
- Sequential change point detection in linear quantile regression models
- Guaranteed conditional performance of control charts via bootstrap methods
- Sequential testing for structural stability in approximate factor models
- Sequential change-point detection in time series models with conditional heteroscedasticity
- Asymptotic behavior of delay times of bubble monitoring tests
- Anomaly detection: a functional analysis perspective
- Monitoring sequential structural changes in penalized high-dimensional linear models
- Real time change-point detection in a nonlinear quantile model
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
- Inference for nonstationary time series of counts with application to change-point problems
- Network online change point localization
- Monitoring the intraday volatility pattern
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
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