Sequential testing with uniformly distributed size
type: Item
instance of: scholarly article
title: Sequential testing with uniformly distributed size
zbMATH Open document ID: 1499.62280
author: Stanislav Anatolyev
author: Grigory Kosenok
published in: Journal of Time Series Econometrics
publication date: 2018-09-04T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6931518
zbMATH Keywords: structural stability
zbMATH Keywords: sequential tests
zbMATH Keywords: CUSUM
zbMATH Keywords: retrospection
zbMATH Keywords: monitoring
zbMATH Keywords: boundaries
zbMATH Keywords: asymptotic size
MaRDI profile type: Publication
full work available at URL: jtse-2017-0002
OpenAlex ID: W1479753836
cites work: ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST
cites work: Monitoring disruptions in financial markets
cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point
cites work: Change‐point monitoring in linear models
cites work: Estimating and Testing Linear Models with Multiple Structural Changes
cites work: Q4082864
cites work: Q3750978
cites work: Monitoring Structural Change
cites work: THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
cites work: Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
cites work: Predictive tests for structural change with unknown breakpoint
cites work: Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
cites work: Q4039796
cites work: The generalized fluctuation test: A unifying view
cites work: Monitoring Parameter Constancy with Endogenous Regressors
cites work: Monitoring structural changes with the generalized fluctuation test
cites work: The Cusum Test with Ols Residuals
cites work: Testing for Structural Change in Dynamic Models
cites work: A new test for structural stability in the linear regression model
cites work: Boundary Crossing Probabilities for the Wiener Process and Sample Sums
cites work: Alternative boundaries for CUSUM tests
DOI: 10.1515/JTSE-2017-0002
description: scientific article; zbMATH DE number 6931518