Real-time monitoring with RCA models
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Cites work
- L_p-functionals for change point detection in random coefficient autoregressive models
- A limit theorem for the maximum of normalized sums of independent random variables
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Adaptive estimation in a random coefficient autoregressive model
- An introduction to stochastic unit-root processes
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Autoregressive series with random parameters
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
- Break detection in the covariance structure of multivariate time series models
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
- Conditional Heteroscedastic Time Series Models
- Dating the timeline of financial bubbles during the subprime crisis
- Delay time in sequential detection of change
- Efficient detection of random coefficients in autoregressive models
- Estimation and Testing Stationarity for Double-Autoregressive Models
- Estimation in nonstationary random coefficient autoregressive models
- Estimation in Random Coefficient Autoregressive Models
- Financial bubble implosion and reverse regression
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- Inferring UK COVID‐19 fatal infection trajectories from daily mortality data: Were infections already in decline before the UK lockdowns?
- Monitoring changes in linear models
- Monitoring parameter changes for random coefficient autoregressive models
- Monitoring parameter changes in RCA(\(p\)) models
- Monitoring Parameter Constancy with Endogenous Regressors
- Monitoring shifts in mean: asymptotic normality of stopping times
- Monitoring Structural Change
- Nonlinear system theory: Another look at dependence
- On the rate of approximations for maximum likelihood tests in change-point models
- Page's sequential procedure for change-point detection in time series regression
- Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients
- Random autoregressive models: a structured overview
- Sequential change point tests based on \(U\)-statistics
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Some Limit Theorems for Stationary Processes
- Split invariance principles for stationary processes
- Stability in a Random Coefficient Model
- Statistical inference in a random coefficient panel model
- Strong approximation for a class of stationary processes
- Structural change monitoring for random coefficient autoregressive time series
- Testing for explosive bubbles: a review
- Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
- Testing for multiple bubbles: limit theory of real-time detectors
- Testing for randomness in a random coefficient autoregression model
- Testing for strict stationarity in a random coefficient autoregressive model
- The maximally selected likelihood ratio test in random coefficient models
- The state of cumulative sum sequential changepoint testing 70 years after page
- Unified interval estimation for random coefficient autoregressive models
- Uniform interval estimation for an AR(1) process with AR errors
- √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
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