On sequential detection of parameter changes in linear regression
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Publication:2373671
DOI10.1016/J.SPL.2006.12.014zbMATH Open1117.62079OpenAlexW2012620714MaRDI QIDQ2373671FDOQ2373671
Authors: Lajos Horváth, Piotr Kokoszka, J. G. Steinebach 
Publication date: 16 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.12.014
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Linear regression; mixed models (62J05) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)
Cites Work
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- An approximation of partial sums of independent RV's, and the sample DF. II
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- The approximation of partial sums of independent RV's
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- Monitoring Structural Change
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- Monitoring changes in linear models
- Change‐point monitoring in linear models
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- Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments
Cited In (20)
- Asymptotic distribution of the delay time in Page's sequential procedure
- Delay time in monitoring jump changes in linear models
- On the use of estimating functions in monitoring time series for change points
- Extensions of some classical methods in change point analysis
- Sequential monitoring for change in scale
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Real-time change point detection in linear models using the ranking selection procedure
- Modified procedures for change point monitoring in linear models
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Online change-point detection for matrix-valued time series with latent two-way factor structure
- Monitoring shifts in mean: asymptotic normality of stopping times
- Monitoring parameter change in linear regression model based on the efficient score vector
- Extreme value distribution of a recursive-type detector in linear model
- Sequential Monitoring for Changes in Models with a Polynomial Trend
- Detection of stationary errors in multiple regressions with integrated regressors and cointegration
- An online change detection test for parametric discrete-time stochastic processes
- Monitoring parameter changes in models with a trend
- Monitoring sequential structural changes in penalized high-dimensional linear models
- Optimal online detection of parameter changes in two linear models
- Multivariate analysis of variance for functional data
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