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Sequential control of non-stationary processes by nonparametric kernel control charts
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Sequential control of non-stationary processes by nonparametric kernel control charts (2000)Sequential control of non-stationary proc…A surveillance procedure for random walks based on local linear estimation (2010)A surveillance procedure for …Random Walks with Drift – A Sequential Approach (2005)Random Walks with Drift – A S…Optimal sequential kernel detection for dependent processes (2004)Optimal sequential kernel det…Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators (2004)Jump-Preserving Monitoring of…Nonparametric monitoring of financial time series by jump-preserving control charts (2002)Nonparametric monitoring of f…Generalized autoregressive conditional heteroskedasticity (1986)Modelling the persistence of conditional variances (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Nonparametric Sequential Monitoring (2012)CONTINUOUS INSPECTION SCHEMES (1954)Control Chart Tests Based on Geometric Moving Averages (1959)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Distribution 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 the null hypothesis of stationarity against the alternative of a unit root (1992)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Testing for a Unit Root in Time Series Regression (1988)Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (2008)
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Cited by

  • 2002Nonparametric monitoring of financial time series by jump-preserving control charts15 cited
  • 2004Optimal sequential kernel detection for dependent processes13 cited
  • 2005Random Walks with Drift – A Sequential Approach11 cited
  • 2004Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators10 cited
  • 2010A surveillance procedure for random walks based on local linear estimation8 cited

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