A new approach for open‐end sequential change point monitoring-Reference-Cited by-同舟云学术

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A new approach for open‐end sequential change point monitoring

Published:2020-10-04 Issue:1 Volume:42 Page:63-84
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Gösmann Josua¹,Kley Tobias¹,Dette Holger²

Affiliation:

1. Fakultät für Mathematik Ruhr‐Universität Bochum Bochum Germany

2. School of Mathematics University of Bristol Bristol UK

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12555

Reference39 articles.

1. Sequential testing with uniformly distributed size;Anatolyev S;Journal of Time Series Econometrics,2018

2. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

3. Reaction times of monitoring schemes for ARMA time series;Aue A;Bernoulli,2015

4. SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS

5. Break detection in the covariance structure of multivariate time series models

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1. Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood;Journal of Applied Statistics;2024-01-23

2. The state of cumulative sum sequential change point testing seventy years after Page;Biometrika;2023-12-21

3. Sequential Monitoring;Springer Series in Statistics;2023-12-11

4. Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function;Journal of Time Series Analysis;2023-03-23

5. An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia;Transportation Research Part A: Policy and Practice;2023-03

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