Monitoring Structural Change
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Monitoring Structural Change (scientific article; zbMATH DE number 934149)
Monitoring Structural Change (scientific article; zbMATH DE number 934149)
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Cited in
(only showing first 100 items - show all)- Monitoring shifts in mean: asymptotic normality of stopping times
- The monitoring test for the stability of regression models with nonstationary regressors
- On the identification of time for parameter variabilities
- Strong rules for detecting the number of breaks in a time series
- Learning and forecasts about option returns through the volatility risk premium
- A simple test for a bubble based on growth and acceleration
- Sequential testing with uniformly distributed size
- Real-time monitoring test for realized volatility
- Monitoring the intraday volatility pattern
- Modified sequential change point procedures based on estimating functions
- Delay time in sequential detection of change
- Relevant change points in high dimensional time series
- Information, addiction, and `bad choices': Lessons from a century of cigarettes
- Strong approximation for RCA(1) time series with applications
- Monitoring changes in linear models
- A new fluctuation test for constant variances with applications to finance
- Bootstrapping sequential change-point tests for linear regression
- Robust monitoring of CAPM portfolio betas
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
- Sequential change point test in the presence of outliers: the density power divergence based approach
- Sequential change-point detection in a multinomial logistic regression model
- Monitoring for a change point in a sequence of distributions
- Anomaly detection: a functional analysis perspective
- Inference for nonstationary time series of counts with application to change-point problems
- Poisson QMLE for change-point detection in general integer-valued time series models
- 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
- Monitoring parameter change in linear regression model based on the efficient score vector
- Monitoring mean and variance change-points in long-memory time series
- Sequential testing for structural stability in approximate factor models
- Extreme value distribution of a recursive-type detector in linear model
- Sequential monitoring for changes from stationarity to mild non-stationarity
- Monitoring parameter changes in models with a trend
- On the use of estimating functions in monitoring time series for change points
- Sequential change point detection in linear quantile regression models
- Reaction times of monitoring schemes for ARMA time series
- On sequential detection of parameter changes in linear regression
- Methods of analyzing nonstationary time series with implicit changes in their properties
- Testing, monitoring, and dating structural changes in exchange rate regimes
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth
- Sequential monitoring of minimum variance portfolio
- Monitoring unit root and multiple structural changes: An information criterion approach
- Monitoring parameter changes for random coefficient autoregressive models
- Monitoring parameter changes in RCA(\(p\)) models
- Extensions of some classical methods in change point analysis
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
- Test for parameter changes in generalized random coefficient autoregressive model
- Monitoring procedure for parameter change in causal time series
- Small sample properties of forecasts from autoregressive models under structural breaks
- A monitoring procedure for detecting structural breaks in factor copula models
- Monitoring structural changes with the generalized fluctuation test
- Selection of estimation window in the presence of breaks
- Semi-sequential one-shot monitoring of small disorders with controlled type I error rate
- Sequential Monitoring for Changes in Models with a Polynomial Trend
- Detection of changes in INAR models
- Monitoring changes in RCA models
- Structural breaks in time series
- Detection of stationary errors in multiple regressions with integrated regressors and cointegration
- Sequential Change-Point Detection in State-Space Models
- Sequentiel testing for the stability of high-frequency portfolio betas
- Monitoring disruptions in financial markets
- On-line monitoring of pollution concentrations with autoregressive moving average time series
- Nonparametric partially random sequential test under phase II sampling: an illustration to monitor water samples for arsenic contamination
- Quality control for structural credit risk models
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- A near-nonparametric partially sequential test for monitoring phase II location under pairwise dependence between two phases
- CUSUM methods for monitoring structural changes in structural equations
- Sufficient reduction in multivariate surveillance
- Delay times of sequential procedures for multiple time series regression models
- On- and offline detection of structural breaks in thermal spraying processes
- Monitoring Structural Changes in Generalized Linear Models
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Change‐point monitoring in linear models
- Properties and Use of the Shewhart Method and Its Followers
- EWMA Control Charts for Monitoring Optimal Portfolio Weights
- On the Performance of the Fluctuation Test for Structural Change
- Some statistical aspects of methods for detection of turning points in business cycles
- Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures
- Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
- Sequential Detection of Change-Points in Linear Models
- Sequential monitoring for change in scale
- Monitoring Distributional Changes in Autoregressive Models
- When bubbles burst: econometric tests based on structural breaks
- On the application of new tests for structural changes on global minimum-variance portfolios
- Asymptotic distribution of the delay time in Page's sequential procedure
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends
- On the reaction time of moving sum detectors
- Evaluations of likelihood ratio methods for surveillance.
- Robust monitoring of CAPM portfolio betas. II
- Editor's special invited paper: On the efficient score vector in sequential monitoring
- Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions
- An online change detection test for parametric discrete-time stochastic processes
- Statistical Surveillance. Optimality and Methods
- Monitoring test for stability of copula parameter in time series
- A nonparametric test for deviation from randomness with applications to stock market index data
- Self-normalized sequential change-point detection
- A new approach for open‐end sequential change point monitoring
- Monitoring sequential structural changes in penalized high-dimensional linear models
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