Sequential Monitoring for Changes in Models with a Polynomial Trend

DOI10.1080/03610918.2013.861484MaRDI QIDQ2809595zbMATH OpenOpenAlexFDO

Authors Peiyan Qi, Xifa Duan, Zheng Tian, Fuxiao Li

Publication date 30 May 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.861484

zbMATH Keywords

changesequential monitoringpolynomial trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sequential statistical analysis (62L10) Statistical methods; economic indices and measures (91B82)

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Cites work

• A note on tests for partial parameter instability in the trend stationary model.
• Delay time in sequential detection of change
• Delay times of sequential procedures for multiple time series regression models
• Distinguishing between trend-break models: method and empirical evidence
• Modified procedures for change point monitoring in linear models
• Monitoring Structural Change
• Monitoring changes in linear models
• Monitoring disruptions in financial markets
• Monitoring structural changes with the generalized fluctuation test
• On the Performance of the Fluctuation Test for Structural Change
• Testing for changes in polynomial regression
• Tests for changes in models with a polynomial trend
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• The generalized fluctuation test: A unifying view

Cited in

(4)

• Monitoring parameter changes in models with a trend
• Monitoring persistent change in a heavy-tailed sequence with polynomial trends
• Real-time detection of a change-point in a linear expectile model
• Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures

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