The following pages link to Monitoring Structural Change (Q4895055):
Displayed 45 items.
- On the reaction time of moving sum detectors (Q433744) (← links)
- Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Change-point monitoring for online stochastic approximations (Q608474) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- Information, addiction, and `bad choices': Lessons from a century of cigarettes (Q1852894) (← links)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- Monitoring changes in linear models (Q1888862) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Bootstrapping sequential change-point tests for linear regression (Q1936671) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- On sequential detection of parameter changes in linear regression (Q2373671) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
- Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
- Sequential Change-Point Detection in State-Space Models (Q2888569) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location Under Pairwise Dependence Between Two Phases (Q3006705) (← links)
- CUSUM Methods for Monitoring Structural Changes in Structural Equations (Q3007854) (← links)
- Sufficient Reduction in Multivariate Surveillance (Q3015896) (← links)
- Monitoring Structural Changes in Generalized Linear Models (Q3391838) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887) (← links)
- On the Performance of the Fluctuation Test for Structural Change (Q3518364) (← links)
- Some statistical aspects of methods for detection of turning points in business cycles (Q3592562) (← links)
- Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures (Q3625266) (← links)
- Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate (Q3630047) (← links)
- Sequential Detection of Change-Points in Linear Models (Q3630053) (← links)
- (Q3639852) (← links)
- Monitoring Distributional Changes in Autoregressive Models (Q3645021) (← links)
- Evaluations of likelihood ratio methods for surveillance. (Q4490190) (← links)
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)