Sequential monitoring variance change in linear regression model

DOI10.3770/J.ISSN:1000-341X.2010.04.005MaRDI QIDQ3014423zbMATH OpenFDO

Authors Zhanshou Chen, Zheng Tian, Ruibing Qin, Chengcai Leng

Publication date 19 July 2011

Full work available at URL https://doi.org/10.3770/J.ISSN:1000-341X.2010.04.005

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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(9)

• Variance estimation in the change analysis of a linear regression model
• Monitoring parameter change in linear regression model based on the efficient score vector
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• Sequential Monitoring for Changes in Models with a Polynomial Trend
• Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
• Surveillance of a Simple Linear Regression
• Monitoring sequential structural changes in penalized high-dimensional linear models
• Modified procedures for change point monitoring in linear models
• Online monitoring variance change in a linear regression model with long-memory errors

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