Real time change-point detection in a nonlinear quantile model
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Publication:2986849
DOI10.1080/07474946.2016.1275482zbMath1366.62035arXiv1605.00533MaRDI QIDQ2986849
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
asymptotic behaviortest statisticsequential detectionnonlinear quantile regressioncumulative sum (CUSUM) method
62F03: Parametric hypothesis testing
62J02: General nonlinear regression
62L10: Sequential statistical analysis
62F05: Asymptotic properties of parametric tests
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