Monitoring shifts in mean: asymptotic normality of stopping times
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- scientific article; zbMATH DE number 168612
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Cites work
- Almost sure convergence of the Bartlett estimator
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
- Change‐point monitoring in linear models
- Conditions for linear processes to be strong-mixing
- Delay time in sequential detection of change
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Monitoring Structural Change
- Monitoring changes in linear models
- Monitoring structural changes with the generalized fluctuation test
- On discriminating between long-range dependence and changes in mean
- On sequential detection of parameter changes in linear regression
- On the Strong Mixing Property for Linear Sequences
- Rescaled variance and related tests for long memory in volatility and levels
- Strong approximation for the sums of squares of augmented GARCH sequences
- Testing for parameter stability in \(RCA(1)\) time series
Cited in
(15)- Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
- Delay times of sequential procedures for multiple time series regression models
- Sequentiel testing for the stability of high-frequency portfolio betas
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Asymptotic distribution of the delay time in Page's sequential procedure
- Monitoring parameter changes in models with a trend
- Delay time in monitoring jump changes in linear models
- EDA on the asymptotic normality of the standardized sequential stopping times. II: Distribution-free models
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
- Extreme value distribution of a recursive-type detector in linear model
- Truncated sequential change-point detection based on renewal counting processes. II
- Inference for modulated stationary processes
- Delay time in sequential detection of change
- Extensions of some classical methods in change point analysis
- Structural breaks in time series
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