Monitoring changes in linear models

DOI10.1016/j.jspi.2003.07.014zbMath1075.62054OpenAlexW2026790728MaRDI QIDQ1888862

Lajos Horváth, Josef G. Steinebach, Marie Hušková, Piotr S. Kokoszka

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.07.014

zbMATH Keywords

CUSUM Change-point Linear model Residuals Sequential tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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