Real-time change point detection in linear models using the ranking selection procedure

DOI10.1080/07474946.2023.2187416MaRDI QIDQ6111154zbMATH OpenOpenAlexFDO

Authors Chao Gu, Suthakaran Ratnasingam

Publication date 6 July 2023

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2023.2187416

zbMATH Keywords

change point analysislinear modelsranking selectionsequential analysis

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

Cites work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• Real-time detection of a change-point in a linear expectile model
• Online monitoring variance change in a linear regression model with long-memory errors
• Change point detection in SCAD-penalized dynamic panel models
• Online change-point detection in dynamic regression models with autocorrelated residuals

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