An online change detection test for parametric discrete-time stochastic processes
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Publication:4689947
DOI10.1080/07474946.2018.1466540zbMath1401.60037OpenAlexW2894634881WikidataQ129142040 ScholiaQ129142040MaRDI QIDQ4689947
Publication date: 22 October 2018
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2018.1466540
Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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Cites Work
- Monitoring changes in linear models
- On sequential detection of parameter changes in linear regression
- Conditional least squares estimators for multitype Galton-Watson processe
- A Martingale Inequality and the Law of Large Numbers
- Change‐point monitoring in linear models
- Markov Chains and Stochastic Stability
- Monitoring Structural Change
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