CUSUM Methods for Monitoring Structural Changes in Structural Equations
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Publication:3007854
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
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
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