Bootstrapping sequential change-point tests for linear regression

From MaRDI portal
Publication:1936671

DOI10.1007/s00184-011-0347-7zbMath1362.62161OpenAlexW2049273465MaRDI QIDQ1936671

Claudia Kirch, Marie Hušková

Publication date: 6 February 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0347-7



Related Items

Change Detection in INARCH Time Series of Counts, A comparison of single and multiple changepoint techniques for time series data, Monitoring procedure for parameter change in causal time series, Sequential change point detection in high dimensional time series, SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Real-time detection of a change-point in a linear expectile model, Test by adaptive Lasso quantile method for real-time detection of a change-point, Two tests for sequential detection of a change-point in a nonlinear model, Empirical likelihood test in a posteriori change-point nonlinear model, Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression, Nuisance-parameter-free changepoint detection in non-stationary series, Change-point methods for multivariate time-series: paired vectorial observations, Changepoint in dependent and non-stationary panels, Real time change-point detection in a nonlinear quantile model, Fourier Methods for Sequential Change Point Analysis in Autoregressive Models, Monitoring test for stability of copula parameter in time series, Modified sequential change point procedures based on estimating functions, A Note on Online Change Point Detection, Extensions of some classical methods in change point analysis, Testing structural changes in panel data with small fixed panel size and bootstrap, Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models, Structural breaks in time series, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods, Sequential change point detection in linear quantile regression models, Reaction times of monitoring schemes for ARMA time series, Comments on: ``Extensions of some classical methods in change point analysis, Comments on: ``Extensions of some classical methods in change point analysis



Cites Work