A new approach for open‐end sequential change point monitoring

DOI10.1111/jtsa.12555zbMath1468.62338arXiv1906.03225OpenAlexW3048416316MaRDI QIDQ4997687

Josua Gösmann, Tobias Kley, Dette, Holger

Publication date: 30 June 2021

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.03225

zbMATH Keywords

change point analysissequential monitoringopen-end procedures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Sequential estimation (62L12)

Related Items

Sequential change point detection in high dimensional time series ⋮ Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points ⋮ Adaptive Change Point Monitoring for High-Dimensional Data ⋮ BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA ⋮ Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function ⋮ Functional Estimation and Change Detection for Nonstationary Time Series ⋮ A Note on Online Change Point Detection ⋮ Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic ⋮ Monitoring procedures for strict stationarity based on the multivariate characteristic function

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