Modified procedures for change point monitoring in linear models

DOI10.1016/J.MATCOM.2010.06.021MaRDI QIDQ609076zbMATHOpenAlexFDO

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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