Sequential Monitoring for Changes in Models with a Polynomial Trend

DOI10.1080/03610918.2013.861484zbMATH Open1357.62268OpenAlexW2086657870MaRDI QIDQ2809595FDOQ2809595

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

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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)

Cites Work

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

Cited In (4)

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

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