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Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
10 references·16 citing·32 second hop
Sequential Procedures for Detecting Parameter Changes in a Time-Series Model (1977)Sequential Procedures for Detecting Param…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…The Effect of Serial Correlation on the Performance of CUSUM Tests II (1975)The Effect of Serial Correlat…The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)The Effect of Serial Correlat…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…A Bayesian Approach to Short-term Forecasting (1971)A Bayesian Approach to Short-…Cumulative Sum Tests: Theory and Practice (1969)Cumulative Sum Tests: Theory …Cumulative Sum Techniques. (1965)Cumulative Sum Techniques.A Change in Level of a Non-Stationary Time Series (1965)A Change in Level of a Non-St…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESA Multivariate Control Chart for Autocorrelated Tool Wear Processes (2016)A Multivariate Control Chart …Rethinking Statistics for Quality Control (2010)Rethinking Statistics for Qua…Monitoring parameter change in AR ( p ) time series models (2008)Monitoring parameter change i…Simultaneous identification of mean shift and correlation change in AR(1) processes (2005)Simultaneous identification o…ON MULTISTAGE STATISTICAL PROCESS CONTROL (2003)ON MULTISTAGE STATISTICAL PRO…On-Line Statistical Process Control (2002)On-Line Statistical Process C…Autocorrelated process monitoring using triggered cuscore charts (2002)Autocorrelated process monito…Detecting changes in autoregressive processes with X¯ and EWMA charts (2000)Detecting changes in autoregr…Average run lengths and run length probability distributions for cuscore charts to control normal mean (1999)Average run lengths and run l…Statistics and Quality Improvement (1994)Statistics and Quality Improv…Statistical Process Monitoring and Feedback Adjustment—A Discussion (1992)Statistical Process Monitorin…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…Monitoring and adjusting forecasts in the presence of additive outliers (1984)Monitoring and adjusting fore…Sequential segmentation of nonstationary digital signals using spectral analysis (1983)Sequential segmentation of no…Detecting change in a time-series (Corresp.) (1980)Detecting change in a time-se…Inflation and International Reserves: A Time-Series Analysis (Inflation et reserves internationales: analyse de series chronologiques) (Inflacion y reservas internacionales: Un analisis de series cronologicas) (1979)Inflation and International R…Optimal Properties of Exponentially Weighted Forecasts (1960)Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)Assessing Effects of Unreplicated Perturbations: No Simple Solutions (1992)FORECASTING AND TIME SERIES ANALYSIS USING THE SCA STATISTICAL SYSTEM (1994)Assessing the Impact of Planned Social Change* (2011)Exponential Smoothing with an Adaptive Response Rate (1967)Box-Jenkins Seasonal Forecasting: Problems in a Case-Study (1973)Model Building and the Analysis of Spatial Pattern in Human Geography (1975)Analysis of Variance, Design, and Regression: Applied Statistical Methods (1996)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Detecting Initialization Bias in Simulation Output (1982)Confidence Interval Estimation Using Standardized Time Series (1983)A Statistical Control Chart for Stationary Process Data (1998)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Dealing with Structural Breaks (2005)Bayesian Online Changepoint Detection (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables (1983)Designs of One- and Two-Sided Exponential EWMA Charts (1998)Statistical Surveillance. Optimality and Methods (2003)The effect of autocorrelation on the retrospectiveX-chart (1992)A Cumulative Sum Control Chart for Monitoring Process Variance (1995)On the run length of a Shewhart chart for correlated data (1995)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Note on a Distribution-Free CUSUM Technique (1975)Inter-troop transfer and inbreeding avoidance in Papio anubis (1979)A Cusum for a Scale Parameter (1981)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1974The Effect of Serial Correlation on the Performance of CUSUM Tests275 cited
  • 1965A Change in Level of a Non-Stationary Time Series243 cited
  • 1971A Bayesian Approach to Short-term Forecasting213 cited
  • 1965Cumulative Sum Techniques.179 cited
  • 1969Cumulative Sum Tests: Theory and Practice167 cited
  • 1975The Effect of Serial Correlation on the Performance of CUSUM Tests II125 cited

Cited by

  • 2008Monitoring parameter change in AR ( p ) time series models84 cited
  • 2002On-Line Statistical Process Control71 cited
  • 2002Autocorrelated process monitoring using triggered cuscore charts63 cited
  • 1980Detecting change in a time-series (Corresp.)59 cited
  • 1984Monitoring and adjusting forecasts in the presence of additive outliers59 cited
  • 1994Statistics and Quality Improvement

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51 cited
  • 1992Statistical Process Monitoring and Feedback Adjustment—A Discussion43 cited
  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited
  • 2010Rethinking Statistics for Quality Control38 cited
  • 2005Simultaneous identification of mean shift and correlation change in AR(1) processes36 cited
  • 2003ON MULTISTAGE STATISTICAL PROCESS CONTROL33 cited
  • 1983Sequential segmentation of nonstationary digital signals using spectral analysis32 cited
  • 1999Average run lengths and run length probability distributions for cuscore charts to control normal mean31 cited
  • 2016A Multivariate Control Chart for Autocorrelated Tool Wear Processes26 cited
  • 2000Detecting changes in autoregressive processes with X¯ and EWMA charts25 cited
  • 1979Inflation and International Reserves: A Time-Series Analysis (Inflation et reserves internationales: analyse de series chronologiques) (Inflacion y reservas internacionales: Un analisis de series cronologicas)22 cited