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Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models

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References

2003The Cusum Test for Parameter Change in Time Series Models222 cited
2008Monitoring parameter change in AR ( p ) time series models84 cited
2006On the detection of changes in autoregressive time series I. Asymptotics79 cited
2011Bootstrapping sequential change-point tests for linear regression55 cited
2007On the detection of changes in autoregressive time series, II. Resampling procedures51 cited
2008Bootstrapping Sequential Change-Point Tests43 cited
2011Monitoring changes in the error distribution of autoregressive models based on Fourier methods33 cited
2008On the Performance of the Fluctuation Test for Structural Change23 cited

Cited by

2020A review on minimax rates in change point detection and localisation10 cited
2022Asymptotic delay times of sequential tests based on U -statistics for early and late change points9 cited
2016Change Detection in INARCH Time Series of Counts8 cited

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