Sequential Monitoring Variance Changes in Location Model

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

zbMATH Keywords

location modelvariance changesequential monitoring procedure

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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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