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Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
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Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (2008)Sequentially Updated Residuals and Detect…Non-Parametric Statistical Diagnosis: Problems and Methods (2010)Non-Parametric Statistical Di…Optimality of the CUSUM procedure in continuous time (2004)Optimality of the CUSUM proce…Limit Theorems for Stochastic Processes (2003)Limit Theorems for Stochastic…Rescaled variance and related tests for long memory in volatility and levels (2002)Rescaled variance and related…Nonparametric tests for unit roots and cointegration (2002)Nonparametric tests for unit …Testing for long memory in the presence of a general trend (2001)Testing for long memory in th…On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)On the power of the KPSS test…Monitoring Processes That Wander Using Integrated Moving Average Models (1996)Monitoring Processes That Wan…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Quality Engineering in Production Systems (1990)Quality Engineering in Produc…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Sequential Analysis (1985)Sequential AnalysisQuality engineering in japan (1985)Quality engineering in japanOn-line quality control during production (1981)On-line quality control durin…Théorie de la spéculation (1900)Théorie de la spéculationDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Fractional Brownian Motions, Fractional Noises and Applications (1968)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Modelling structural breaks, long memory and stock market volatility: an overview (2004)An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (2005)Commodity futures and market efficiency (2013)CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)Statistical analysis of cointegration vectors (1988)New Simple Tests for Panel Cointegration (2005)Unit Roots and Cointegration in Panels (2008)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)The Econometrics of Financial Markets (2012)Modeling and predicting the CBOE market volatility index (2013)Point Processes and Queues: Martingale Dynamics. (1983)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Re-Evaluation of Fixed Effect(s) Meta-Analysis (2017)A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison (2006)Quickest Change Detection (2014)Some perspectives on nonparametric statistical process control (2018)Statistical Process Monitoring and Feedback Adjustment: A Discussion (1992)Brocess capability with asymmetric tolerances (1994)Run by run process control: combining SPC and feedback control (1995)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Microstructure noise in the continuous case: The pre-averaging approach (2008)Tails, Fears, and Risk Premia (2011)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1900Théorie de la spéculation2,605 cited
  • 2003Limit Theorems for Stochastic Processes2,529 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 1990Quality Engineering in Production Systems894 cited
  • 1985Sequential Analysis781 cited
  • 2002Nonparametric tests for unit roots and cointegration454 cited
  • 1996On the power of the KPSS test of stationarity against fractionally-integrated alternatives425 cited
  • 2002Rescaled variance and related tests for long memory in volatility and levels301 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1985Quality engineering in japan152 cited
  • 1996Monitoring Processes That Wander Using Integrated Moving Average Models136 cited
  • 1981On-line quality control during production120 cited
  • 2010Non-Parametric Statistical Diagnosis: Problems and Methods100 cited
  • 2004Optimality of the CUSUM procedure in continuous time90 cited
  • 2001Testing for long memory in the presence of a general trend

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