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Some partially sequential nonparametric tests for detecting linear trend
11 references·2 citing·29 second hop
Some partially sequential nonparametric tests for detecting linear trend (2011)Some partially sequential nonparametric t…Delay time in monitoring jump changes in linear models (2011)Delay time in monitoring jump…Simple sequential procedures for change in distribution (2010)Simple sequential procedures …Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate (2009)Some Rank-Based Two-Phase Pro…Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures (2008)Controlling Type-I Error Rate…Change‐point monitoring in linear models (2006)Change‐point monitoring in li…Monitoring changes in linear models (2003)Monitoring changes in linear …Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Monitoring Structural Change (1996)Monitoring Structural ChangeDetection of Abrupt Changes: Theory and Applications. (1995)Detection of Abrupt Changes: …Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Testing for Structural Change in Dynamic Models (1988)Testing for Structural Change…A control chart for variance based on squared ranks (2017)A control chart for variance …A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location Under Pairwise Dependence Between Two Phases (2011)A Near-Nonparametric Partiall…Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Selection of estimation window in the presence of breaks (2006)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Monitoring structural change in dynamic econometric models (2005)Truncated sequential change-point detection based on renewal counting processes II (2008)Asymptotic delay times of sequential tests based on U -statistics for early and late change points (2022)Sequential Analysis (1985)Multiple Time Series Regression with Integrated Processes (1986)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Testing for parameter instability in linear models (1992)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Tests of equal forecast accuracy and encompassing for nested models (2001)Strong approximation for the sums of squares of augmented GARCH sequences (2006)SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Nonparametric Sequential Monitoring (2012)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2013)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2016)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Information bounds and quick detection of parameter changes in stochastic systems (1998)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Change-point detection in time-series data by relative density-ratio estimation (2013)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1995Detection of Abrupt Changes: Theory and Applications.1,033 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 1996Monitoring Structural Change386 cited
  • 1988Testing for Structural Change in Dynamic Models259 cited
  • 2003Monitoring changes in linear models193 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 2011Delay time in monitoring jump changes in linear models18 cited
  • 2008Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures11 cited
  • 2009Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate10 cited
  • 2010Simple sequential procedures for change in distribution8 cited

Cited by

  • 2017A control chart for variance based on squared ranks8 cited
  • 2011A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location Under Pairwise Dependence Between Two Phases6 cited

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