Matches in SemOpenAlex for { <https://semopenalex.org/work/W2026790728> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W2026790728 endingPage "251" @default.
- W2026790728 startingPage "225" @default.
- W2026790728 abstract "We propose two classes of monitoring schemes to (sequentially) detect a structural change in a linear model after a training period of size m. The first class of procedures is based on weighted CUSUMs of residuals, in which the unknown in-control parameter has been replaced by its least-squares estimate from the training sample, whereas the second class of schemes makes use of the CUSUMs of recursive residuals. The weight function can be chosen in a flexible way according to whether an early or late change after time m is expected. The procedures are designed so that the tests have a small probability of a false alarm (as m→∞) and asymptotic power one. A small simulation study illustrates the finite sample performance of the monitoring schemes for various choices of weight functions." @default.
- W2026790728 created "2016-06-24" @default.
- W2026790728 creator A5001174254 @default.
- W2026790728 creator A5005298409 @default.
- W2026790728 creator A5038965808 @default.
- W2026790728 creator A5090013321 @default.
- W2026790728 date "2004-11-01" @default.
- W2026790728 modified "2023-10-17" @default.
- W2026790728 title "Monitoring changes in linear models" @default.
- W2026790728 cites W1973083259 @default.
- W2026790728 cites W1975906700 @default.
- W2026790728 cites W2016713852 @default.
- W2026790728 cites W2086891822 @default.
- W2026790728 cites W2091713210 @default.
- W2026790728 cites W2094247551 @default.
- W2026790728 cites W2122947166 @default.
- W2026790728 cites W4245557262 @default.
- W2026790728 doi "https://doi.org/10.1016/j.jspi.2003.07.014" @default.
- W2026790728 hasPublicationYear "2004" @default.
- W2026790728 type Work @default.
- W2026790728 sameAs 2026790728 @default.
- W2026790728 citedByCount "151" @default.
- W2026790728 countsByYear W20267907282012 @default.
- W2026790728 countsByYear W20267907282013 @default.
- W2026790728 countsByYear W20267907282014 @default.
- W2026790728 countsByYear W20267907282015 @default.
- W2026790728 countsByYear W20267907282016 @default.
- W2026790728 countsByYear W20267907282017 @default.
- W2026790728 countsByYear W20267907282018 @default.
- W2026790728 countsByYear W20267907282019 @default.
- W2026790728 countsByYear W20267907282020 @default.
- W2026790728 countsByYear W20267907282021 @default.
- W2026790728 countsByYear W20267907282022 @default.
- W2026790728 countsByYear W20267907282023 @default.
- W2026790728 crossrefType "journal-article" @default.
- W2026790728 hasAuthorship W2026790728A5001174254 @default.
- W2026790728 hasAuthorship W2026790728A5005298409 @default.
- W2026790728 hasAuthorship W2026790728A5038965808 @default.
- W2026790728 hasAuthorship W2026790728A5090013321 @default.
- W2026790728 hasConcept C105795698 @default.
- W2026790728 hasConcept C129848803 @default.
- W2026790728 hasConcept C134466208 @default.
- W2026790728 hasConcept C154945302 @default.
- W2026790728 hasConcept C163175372 @default.
- W2026790728 hasConcept C2777212361 @default.
- W2026790728 hasConcept C28826006 @default.
- W2026790728 hasConcept C33923547 @default.
- W2026790728 hasConcept C41008148 @default.
- W2026790728 hasConceptScore W2026790728C105795698 @default.
- W2026790728 hasConceptScore W2026790728C129848803 @default.
- W2026790728 hasConceptScore W2026790728C134466208 @default.
- W2026790728 hasConceptScore W2026790728C154945302 @default.
- W2026790728 hasConceptScore W2026790728C163175372 @default.
- W2026790728 hasConceptScore W2026790728C2777212361 @default.
- W2026790728 hasConceptScore W2026790728C28826006 @default.
- W2026790728 hasConceptScore W2026790728C33923547 @default.
- W2026790728 hasConceptScore W2026790728C41008148 @default.
- W2026790728 hasIssue "1" @default.
- W2026790728 hasLocation W20267907281 @default.
- W2026790728 hasOpenAccess W2026790728 @default.
- W2026790728 hasPrimaryLocation W20267907281 @default.
- W2026790728 hasRelatedWork W2005782843 @default.
- W2026790728 hasRelatedWork W2008875082 @default.
- W2026790728 hasRelatedWork W2085711790 @default.
- W2026790728 hasRelatedWork W2290516599 @default.
- W2026790728 hasRelatedWork W2364848625 @default.
- W2026790728 hasRelatedWork W2382887166 @default.
- W2026790728 hasRelatedWork W2496077116 @default.
- W2026790728 hasRelatedWork W3021506327 @default.
- W2026790728 hasRelatedWork W3152660226 @default.
- W2026790728 hasRelatedWork W4293088233 @default.
- W2026790728 hasVolume "126" @default.
- W2026790728 isParatext "false" @default.
- W2026790728 isRetracted "false" @default.
- W2026790728 magId "2026790728" @default.
- W2026790728 workType "article" @default.