Monitoring Structural Changes in Generalized Linear Models

DOI10.1080/03610920802549910zbMath1167.62072OpenAlexW2094166934MaRDI QIDQ3391838

Wenzhi Zhao, Pengjiang Guo, Zhiming Xia

Publication date: 13 August 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802549910

zbMATH Keywords

tablesCUSUMweighted residualsgeneralized linear modelstructural changesMOSUM

Mathematics Subject Classification ID

Related Items (11)

Ratio detections for change point in heavy tailed observations ⋮ One dimensional scan statistics generated by some dependent stationary sequences ⋮ Approximations and inequalities for moving sums ⋮ Two tests for sequential detection of a change-point in a nonlinear model ⋮ Real time change-point detection in a nonlinear quantile model ⋮ Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes ⋮ CUSUM Methods for Monitoring Structural Changes in Structural Equations ⋮ Approximations for the boundary crossing probabilities of moving sums of random variables ⋮ Sequential change-point detection in a multinomial logistic regression model ⋮ Sequential change point detection in linear quantile regression models ⋮ Variable Window Scan Statistics for Normal Data

Cites Work

• A note on monitoring time-varying parameters in an autoregression
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Limit theorems for change in linear regression
• Detection of structural changes in generalized linear models
• Monitoring changes in linear models
• MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
• Change‐point monitoring in linear models
• Generalized M‐fluctuation tests for parameter instability
• Testing for the Constancy of Parameters Over Time
• The Use of MOSUMS for Quality Control
• The Cusum Test with Ols Residuals
• Tests For Constancy Of Model Parameters Over Time
• MOSUM tests for parameter constancy
• The generalized fluctuation test: A unifying view
• Monitoring Structural Change

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