Sequential Monitoring Variance Changes in Location Model
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Publication:2807648
DOI10.1080/03610926.2013.815777zbMath1341.62258OpenAlexW2194415011MaRDI QIDQ2807648
Xifa Duan, Peiyan Qi, Zheng Tian
Publication date: 25 May 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.815777
Cites Work
- Monitoring disruptions in financial markets
- Modified procedures for change point monitoring in linear models
- Delay time in sequential detection of change
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- Monitoring changes in linear models
- Almost sure convergence of the Bartlett estimator
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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