CUSUM Methods for Monitoring Structural Changes in Structural Equations

DOI10.1080/03610920903537285zbMath1215.62078OpenAlexW2044068825MaRDI QIDQ3007854

Zhiming Xia, Wenzhi Zhao, Pengjiang Guo

Publication date: 17 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903537285

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items (3)

Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision ⋮ Monitoring parameter changes in models with a trend ⋮ Power properties of the modified CUSUM tests

Cites Work

• Nonparametric estimation of structural change points in volatility models for time series
• A note on monitoring time-varying parameters in an autoregression
• Monitoring changes in linear models
• MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
• Monitoring Structural Changes in Generalized Linear Models
• Change‐point monitoring in linear models
• Testing for Structural Change in Dynamic Models
• Testing for the Constancy of Parameters Over Time
• Tests For Constancy Of Model Parameters Over Time
• Monitoring Structural Change
• Statistical Methods Related to the Law of the Iterated Logarithm

This page was built for publication: CUSUM Methods for Monitoring Structural Changes in Structural Equations