Sequential Monitoring for Changes in Models with a Polynomial Trend
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Publication:2809595
DOI10.1080/03610918.2013.861484zbMath1357.62268OpenAlexW2086657870MaRDI QIDQ2809595
Xifa Duan, Zheng Tian, Fuxiao Li, Peiyan Qi
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
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Sequential statistical analysis (62L10)
Related Items (2)
Real-time detection of a change-point in a linear expectile model ⋮ Monitoring parameter changes in models with a trend
Cites Work
- Monitoring disruptions in financial markets
- Delay times of sequential procedures for multiple time series regression models
- Modified procedures for change point monitoring in linear models
- Testing for changes in polynomial regression
- Tests for changes in models with a polynomial trend
- A note on tests for partial parameter instability in the trend stationary model.
- Delay time in sequential detection of change
- Monitoring changes in linear models
- MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
- On the Performance of the Fluctuation Test for Structural Change
- Distinguishing between trend-break models: method and empirical evidence
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- The generalized fluctuation test: A unifying view
- Monitoring Structural Change
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