Bootstrapping sequential change-point tests for linear regression
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 75 (2012)
Issue (Month): 5 (July)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- Andreou, Elena & Ghysels, Eric, 2006. "Monitoring disruptions in financial markets," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 77-124.
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- Antoch, Jaromír & Husková, Marie, 2001. "Permutation tests in change point analysis," Statistics & Probability Letters, Elsevier, vol. 53(1), pages 37-46, May.
- Steland, Ansgar, 2006. "A bootstrap view on dickey-fuller control charts for AR(1) series," Technical Reports 2006,01, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Chu, Chia-Shang James & Stinchcombe, Maxwell & White, Halbert, 1996. "Monitoring Structural Change," Econometrica, Econometric Society, vol. 64(5), pages 1045-65, September.
- Bardet, Jean-Marc & Kengne, William, 2014. "Monitoring procedure for parameter change in causal time series," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 204-221.
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