Bootstrapping Sequential Change-Point Tests
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Publication:3527720
DOI10.1080/07474940802241082zbMATH Open1145.62060OpenAlexW2108416674MaRDI QIDQ3527720FDOQ3527720
Authors: Claudia Kirch 
Publication date: 30 September 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940802241082
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Cites Work
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- Block permutation principles for the change analysis of dependent data
- Permutation tests in change point analysis
- Permutation, parametric and bootstrap tests of hypotheses.
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- Monitoring changes in linear models
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Approximations to permutation and exchangeable processes
- Resampling in the frequency domain of time series to determine critical values for change-point tests
Cited In (28)
- Modified sequential change point procedures based on estimating functions
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
- Bootstrapping sequential change-point tests for linear regression
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- A comparison of single and multiple changepoint techniques for time series data
- Comments on: ``Extensions of some classical methods in change point analysis
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- A note on Studentized confidence intervals for the change-point
- Reaction times of monitoring schemes for ARMA time series
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
- Structural breaks in time series
- The bootstrap applied to sequential analysis
- Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
- Comments on: ``Extensions of some classical methods in change point analysis
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods
- Sequential change point detection in high dimensional time series
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
- Bootstrap in detection of changes in linear regression
- Monitoring procedure for parameter change in causal time series
- Change-point methods for multivariate time-series: paired vectorial observations
- A Note on Online Change Point Detection
- Guaranteed conditional performance of control charts via bootstrap methods
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Change Detection in INARCH Time Series of Counts
- Network online change point localization
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