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On the reaction time of moving sum detectors
16 references·2 citing·47 second hop
On the reaction time of moving sum detectors (2012)On the reaction time of moving sum detect…Strong approximation for the sums of squares of augmented GARCH sequences (2006)Strong approximation for the …Change‐point monitoring in linear models (2006)Change‐point monitoring in li…On linear processes with dependent innovations (2005)On linear processes with depe…Monitoring structural change in dynamic econometric models (2005)Monitoring structural change …Delay time in sequential detection of change (2004)Delay time in sequential dete…Monitoring changes in linear models (2003)Monitoring changes in linear …The State of Statistical Process Control as We Proceed into the 21st Century (2000)The State of Statistical Proc…MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST (2000)MONITORING STRUCTURAL CHANGES…Monitoring Structural Change (1996)Monitoring Structural ChangeEvidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Testing for Structural Change in Dynamic Models (1988)Testing for Structural Change…An Extension of the MOSUM Technique for Quality Control (1980)An Extension of the MOSUM Tec…The Use of MOSUMS for Quality Control (1978)The Use of MOSUMS for Quality…The Use of MOSUMS for Quality Control (1978)The Use of MOSUMS for Quality…Control Charts Based on Weighted Sums (1974)Control Charts Based on Weigh…Sequential change point tests based on U‐statistics (2021)Sequential change point tests…Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (2021)Nonparametric sequential chan…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Structural Breaks in Financial Time Series (2009)Detecting instability in the volatility of carbon prices (2010)The relationship between unemployment and fertility in Italy (2016)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis: Forecasting and Control (1977)Generalized autoregressive conditional heteroskedasticity (1986)Ratio tests for change point detection (2008)ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (2010)TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (2010)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)Structural breaks in time series (2012)Nonparametric Methods in Change-Point Problems (1993)Detection of Abrupt Changes: Theory and Applications. 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References

  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 1996Monitoring Structural Change386 cited
  • 2000The State of Statistical Process Control as We Proceed into the 21st Century260 cited
  • 1988Testing for Structural Change in Dynamic Models259 cited
  • 2005Monitoring structural change in dynamic econometric models213 cited
  • 2003Monitoring changes in linear models193 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations178 cited
  • 2000MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST128 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 2005On linear processes with dependent innovations104 cited
  • 1978The Use of MOSUMS for Quality Control95 cited
  • 1974Control Charts Based on Weighted Sums82 cited
  • 2006Strong approximation for the sums of squares of augmented GARCH sequences79 cited
  • 2004Delay time in sequential detection of change74 cited
  • 1980An Extension of the MOSUM Technique for Quality Control70 cited
  • 1978The Use of MOSUMS for Quality Control

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69 cited

Cited by

  • 2021Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions14 cited
  • 2021Sequential change point tests based on U‐statistics12 cited