Sequential testing with uniformly distributed size

DOI10.1515/jtse-2017-0002zbMath1499.62280OpenAlexW1479753836MaRDI QIDQ1669696

Grigory Kosenok, Stanislav Anatolyev

Publication date: 4 September 2018

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2017-0002

zbMATH Keywords

structural stabilityboundariesCUSUMmonitoringsequential testsasymptotic sizeretrospection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

Related Items (5)

Sequential change point detection in high dimensional time series ⋮ BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA ⋮ Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions ⋮ Monitoring parameter changes in models with a trend ⋮ A new approach for open‐end sequential change point monitoring

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