Sequential Detection of Change-Points in Linear Models

DOI10.1080/07474940902816924zbMath1162.62078OpenAlexW2026346310MaRDI QIDQ3630053

B. E. Brodskii

Publication date: 2 June 2009

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a910710663

zbMATH Keywords

linear modelperformance measurechange-pointsequential detectionMonte Carlo tests

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items (2)

Sequential Change-Point Detection in State-Space Models ⋮ Asymptotically Optimal Methods of Early Change-Point Detection

Cites Work

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