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Asymptotic distribution of the delay time in page's sequential procedure
14 references·6 citing·32 second hop
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1996Handbook of Brownian Motion — Facts and Formulae1,391 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1993Detection of abrupt changes414 cited
  • 1996Monitoring Structural Change386 cited
  • 1997Augmented GARCH (p,q) process and its diffusion limit370 cited
  • 2003Monitoring changes in linear models193 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 2006Strong approximation for the sums of squares of augmented GARCH sequences79 cited
  • 2004Delay time in sequential detection of change74 cited
  • 2009Delay times of sequential procedures for multiple time series regression models51 cited
  • 2007On sequential detection of parameter changes in linear regression40 cited
  • 2014Page's sequential procedure for change-point detection in time series regression36 cited
  • 2005MONITORING JUMP CHANGES IN LINEAR MODELS23 cited

Cited by

  • 2013Reaction times of monitoring schemes for ARMA time series14 cited
  • 2015Reaction times of monitoring schemes for ARMA time series

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11 cited
  • 2020Asymptotic Behavior of Delay Times of Bubble Monitoring Tests10 cited
  • 2022Asymptotic delay times of sequential tests based on U -statistics for early and late change points9 cited
  • 2015Cumulative sum estimator for change-point in panel data9 cited
  • 2020A new approach for open‐end sequential change point monitoring8 cited