Modified procedures for change point monitoring in linear models

DOI10.1016/J.MATCOM.2010.06.021zbMATH Open1201.62073OpenAlexW2075026176MaRDI QIDQ609076FDOQ609076

Authors Zhanshou Chen, Zheng Tian

Publication date 30 November 2010

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2010.06.021

zbMATH Keywords

linear modelaverage run lengthbandwidthchange point monitoring

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• scientific article; zbMATH DE number 1031816

Cites work

• scientific article; zbMATH DE number 5071096 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Change‐point monitoring in linear models
• Delay time in sequential detection of change
• Monitoring Structural Change
• Monitoring disruptions in financial markets
• Monitoring unit root and multiple structural changes: An information criterion approach
• On sequential detection of parameter changes in linear regression
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• The Cusum Test for Parameter Change in Regression Models with ARCH Errors
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

Cited in

(16)

• A new approach for open‐end sequential change point monitoring
• Ratio tests for variance change in nonparametric regression
• Sequential Monitoring for Changes in Models with a Polynomial Trend
• A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
• MOSUM monitoring for variance change in nonparametric regression models
• Sequential change-point detection in a multinomial logistic regression model
• Sequential monitoring variance changes in location model
• Sequential change point detection in high dimensional time series
• Monitoring changes in linear models
• Modified information criterion for linear regression change-point model with its applications
• Modified sequential change point procedures based on estimating functions
• Data line change detection with application to Mud logging data processing
• Sequential monitoring variance change in linear regression model
• Change‐point monitoring in linear models
• Monitoring mean and variance change-points in long-memory time series
• Real-time detection of a change-point in a linear expectile model

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