Real time change-point detection in a nonlinear quantile model

DOI10.1080/07474946.2016.1275482zbMath1366.62035arXiv1605.00533MaRDI QIDQ2986849

Gabriela Ciuperca

Publication date: 16 May 2017

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00533

zbMATH Keywords

asymptotic behaviortest statisticsequential detectionnonlinear quantile regressioncumulative sum (CUSUM) method

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62J02: General nonlinear regression

62L10: Sequential statistical analysis

62F05: Asymptotic properties of parametric tests

Related Items

Monitoring parameter change for time series models with application to location-Scale heteroscedastic models, Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression, Test for conditional quantile change in general conditional heteroscedastic time series models, Test by adaptive Lasso quantile method for real-time detection of a change-point, Test for conditional quantile change in GARCH models, Real-time detection of a change-point in a linear expectile model

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