On the use of estimating functions in monitoring time series for change points

DOI10.1016/j.jspi.2014.12.009zbMath1311.62122OpenAlexW1991344051MaRDI QIDQ2344391

Claudia Kirch, Joseph Tadjuidje Kamgaing

Publication date: 15 May 2015

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.2014.12.009

zbMATH Keywords

autoregressive time seriesnonlinear regressionnonparametric regressionsequential testinteger-valued time serieschange analysis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (15)

Poisson QMLE for change-point detection in general integer-valued time series models ⋮ Change Detection in INARCH Time Series of Counts ⋮ High dimensional efficiency with applications to change point tests ⋮ 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 ⋮ Monitoring parameter change in linear regression model based on the efficient score vector ⋮ Test of parameter changes in a class of observation-driven models for count time series ⋮ Unnamed Item ⋮ Sequential testing for structural stability in approximate factor models ⋮ BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA ⋮ Inference for post-change parameters after sequential CUSUM test under AR(1) model ⋮ Modified sequential change point procedures based on estimating functions ⋮ Two-stage data segmentation permitting multiscale change points, heavy tails and dependence ⋮ SPC methods for time-dependent processes of counts—A literature review ⋮ Inference for nonstationary time series of counts with application to change-point problems

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