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ArticleOn sequential detection of parameter changes in linear regression

Lajos H. Horvath2007

Article2007

On sequential detection of parameter changes in linear regression

Lajos H. Horvath · Piotr S. Kokoszka · Josef Steinebach

40 citations·0/0 files stored·Statistics & Probability Letters

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Advanced Statistical Process Monitoring Statistical Methods and Inference Advanced Statistical Methods and Models

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References

1997Limit theorems in change-point analysis 1996Monitoring Structural Change 2003Monitoring changes in linear models 2006Change‐point monitoring in linear models 2004Delay time in sequential detection of change

Cited by

2023The state of cumulative sum sequential changepoint testing 70 years after Page 2015On the use of estimating functions in monitoring time series for change points 2007Monitoring shifts in mean: Asymptotic normality of stopping times 2010Modified procedures for change point monitoring in linear models 2013Asymptotic distribution of the delay time in page's sequential procedure 2021SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET 2020Sequential testing for structural stability in approximate factor models 2024Online change-point detection for matrix-valued time series with latent two-way factor structure

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2009Delay times of sequential procedures for multiple time series regression modelsarticle · 5 shared references 2014Page's sequential procedure for change-point detection in time series regressionarticle · 5 shared references 2023The state of cumulative sum sequential changepoint testing 70 years after Pagearticle · 5 shared references 2010Modified procedures for change point monitoring in linear modelsarticle · 5 shared references 2018Modified sequential change point procedures based on estimating functionsarticle · 4 shared references 2015On the use of estimating functions in monitoring time series for change pointsarticle · 4 shared references

Details

Year2007

Typearticle

Published2007-01-22

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations40

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1016/j.spl.2006.12.014

openalex_workW2012620714

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