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Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate
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Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (2010)Semi-Sequential One-Shot Monitoring of Sm…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…Monitoring Structural Change (1996)Monitoring Structural ChangeTests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Sequential Analysis (1985)Sequential AnalysisNonparametric Tests for Shift at an Unknown Time Point (1968)Nonparametric Tests for Shift…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)Rank Tests for Changepoint Problems (1987)A computationally efficient nonparametric approach for changepoint detection (2016)Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)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)Testing for the Constancy of Parameters Over Time (1989)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Measures of Association for Cross Classifications (1980)Point Processes and Queues: Martingale Dynamics. (1983)Extremes and related properties of random sequences and processes (1984)Scientific Method in Practice (2002)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location Under Pairwise Dependence Between Two Phases (2011)Some partially sequential nonparametric tests for detecting linear trend (2011)Inference About the Change-Point in a Sequence of Random Variables (1970)Selective review of offline change point detection methods (2019)Simple sequential procedures for change in distribution (2010)Nonparametric Sequential Monitoring (2012)
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1985Sequential Analysis783 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1996Monitoring Structural Change386 cited
  • 1968Nonparametric Tests for Shift at an Unknown Time Point94 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

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