Monitoring Structural Change
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Publication:4895055
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Cited in
(only showing first 100 items - show all)- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Monitoring parameter changes for random coefficient autoregressive models
- Monitoring parameter changes in RCA(\(p\)) models
- A new approach for open‐end sequential change point monitoring
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- CUSUM methods for monitoring structural changes in structural equations
- A Note on Online Change Point Detection
- Change‐point monitoring in linear models
- Sequential monitoring of minimum variance portfolio
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Some statistical aspects of methods for detection of turning points in business cycles
- Delay times of sequential procedures for multiple time series regression models
- On- and offline detection of structural breaks in thermal spraying processes
- 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 change point detection in linear quantile regression models
- Sequential testing for structural stability in approximate factor models
- Sequential change-point detection in time series models with conditional heteroscedasticity
- Robust monitoring of CAPM portfolio betas
- Real-time monitoring test for realized volatility
- Statistical Surveillance. Optimality and Methods
- Anomaly detection: a functional analysis perspective
- Monitoring structural changes with the generalized fluctuation test
- Monitoring multivariate time series
- On the application of new tests for structural changes on global minimum-variance portfolios
- Monitoring unit root and multiple structural changes: An information criterion approach
- Detection of changes in INAR models
- Sequential change point detection in ARMA-GARCH models
- Monitoring sequential structural changes in penalized high-dimensional linear models
- EWMA Control Charts for Monitoring Optimal Portfolio Weights
- A monitoring procedure for detecting structural breaks in factor copula models
- On the identification of time for parameter variabilities
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
- Inference for nonstationary time series of counts with application to change-point problems
- Network online change point localization
- Monitoring the intraday volatility pattern
- Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
- Powerful tests for structural changes in volatility
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Asymptotic distribution of the delay time in Page's sequential procedure
- Page's sequential procedure for change-point detection in time series regression
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends
- Sequentiel testing for the stability of high-frequency portfolio betas
- Test for parameter changes in generalized random coefficient autoregressive model
- Small sample properties of forecasts from autoregressive models under structural breaks
- Modified sequential change point procedures based on estimating functions
- Sequential testing of gradual changes in the drift of a stochastic process
- Delay time in sequential detection of change
- Structural change monitoring for random coefficient autoregressive time series
- Delay time in monitoring jump changes in linear models
- Relevant change points in high dimensional time series
- Adaptive Change Point Monitoring for High-Dimensional Data
- On the Performance of the Fluctuation Test for Structural Change
- Some partially sequential nonparametric tests for detecting linear trend
- Bootstrapping sequential change-point tests for linear regression
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- Sequential monitoring of the tail behavior of dependent data
- Nonparametric monitoring of equal predictive ability
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth
- On-line monitoring of pollution concentrations with autoregressive moving average time series
- Monitoring parameter change in time series models
- Monitoring change in persistence in linear time series
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Information, addiction, and `bad choices': Lessons from a century of cigarettes
- Selection of estimation window in the presence of breaks
- Testing, monitoring, and dating structural changes in exchange rate regimes
- On the use of estimating functions in monitoring time series for change points
- When bubbles burst: econometric tests based on structural breaks
- A new fluctuation test for constant variances with applications to finance
- The monitoring test for the stability of regression models with nonstationary regressors
- Poisson QMLE for change-point detection in general integer-valued time series models
- Sequential detection of parameter changes in dynamic conditional correlation models
- Sequential online monitoring for autoregressive time series of counts
- Nonparametric partially random sequential test under phase II sampling: an illustration to monitor water samples for arsenic contamination
- Extensions of some classical methods in change point analysis
- Sufficient reduction in multivariate surveillance
- A nonparametric test for deviation from randomness with applications to stock market index data
- Monitoring Distributional Changes in Autoregressive Models
- Monitoring disruptions in financial markets
- On the reaction time of moving sum detectors
- Reaction times of monitoring schemes for ARMA time series
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
- Sequential monitoring of portfolio betas
- Quality control for structural credit risk models
- Sequential monitoring for change in scale
- Structural breaks in time series
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Semi-sequential one-shot monitoring of small disorders with controlled type I error rate
- A near-nonparametric partially sequential test for monitoring phase II location under pairwise dependence between two phases
- Real-time change point detection in linear models using the ranking selection procedure
- Monitoring changes in linear models
- Monitoring for a change point in a sequence of distributions
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Change-point monitoring for online stochastic approximations
- Modified procedures for change point monitoring in linear models
- Strong rules for detecting the number of breaks in a time series
- Monitoring changes in RCA models
- On sequential detection of parameter changes in linear regression
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