Monitoring parameter change in linear regression model based on the efficient score vector

DOI10.1016/j.physa.2019.121135OpenAlexW2943283619WikidataQ127951254 ScholiaQ127951254MaRDI QIDQ2161716

Wenzhi Zhao, Yixin Xue, Xin Liu

Publication date: 5 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.121135

zbMATH Keywords

linear regression modelchange pointefficient score vector

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Monitoring mean and variance change-points in long-memory time series

Cites Work

• Unnamed Item
• Monitoring disruptions in financial markets
• Monitoring multivariate time series
• Monitoring parameter change in AR\((p)\) time series models
• GARCH processes: structure and estimation
• Change-point estimation in ARCH models
• Monitoring changes in linear models
• On the use of estimating functions in monitoring time series for change points
• On sequential detection of parameter changes in linear regression
• Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
• Change‐point monitoring in linear models
• Monitoring Structural Change
• Delay time in monitoring jump changes in linear models

This page was built for publication: Monitoring parameter change in linear regression model based on the efficient score vector