Sequential Testing with Uniformly Distributed Size
Author:
Affiliation:
1. CERGE-EI , Politických vězňů 7, 11121 Prague 1, Czech Republic
2. New Economic School , Moscow , Russia
Abstract
Publisher
Walter de Gruyter GmbH
Subject
Economics and Econometrics
Reference30 articles.
1. Anatolyev, S. 2008. “Nonparametric Retrospection and Monitoring of Predictability of Financial Returns.” Journal of Business & Economic Statistics 27:149–160.
2. Anatolyev, S., and G. Kosenok 2011. “Another Numerical Method of Finding Critical Values for the Andrews Stability Test.” Econometric Theory 28:239–246.
3. Andreou, E., and E. Ghysels 2002. “Detecting Multiple Breaks in Financial Market Volatility Dynamics.” Journal of Applied Econometrics 17:579–600.
4. Andreou, E., and E. Ghysels 2006. “Monitoring Disruptions in Financial Markets.” Journal of Econometrics 135:77–124.
5. Andrews, D. W. K. 1993. “Tests for Parameter Instability and Structural Change with Unknown Change Point.” Econometrica 61:821–856.
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA;Econometric Theory;2022-04-12
2. Sequential change point detection in high dimensional time series;Electronic Journal of Statistics;2022-01-01
3. Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions;Electronic Journal of Statistics;2021-01-01
4. A new approach for open‐end sequential change point monitoring;Journal of Time Series Analysis;2020-10-04
5. Monitoring parameter changes in models with a trend;Journal of Statistical Planning and Inference;2020-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3