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- W2943283619 abstract "Abstract This paper considers the on-line detection problem for the parameter change in linear regression model. A procedure based on the efficient score vector is proposed in this paper. Under the null hypothesis, it is proved that the detector sequence converges to a Brownian motion. Under the alternative hypothesis, taking the coefficient as an example, this paper proves that the detector sequence converges to a Wiener process with a drift term. The simulation results demonstrate performances of the empirical level, the empirical power and stopping time, and further indicate the efficiency of our approach." @default.
- W2943283619 created "2019-05-09" @default.
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- W2943283619 date "2019-08-01" @default.
- W2943283619 modified "2023-10-04" @default.
- W2943283619 title "Monitoring parameter change in linear regression model based on the efficient score vector" @default.
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- W2943283619 doi "https://doi.org/10.1016/j.physa.2019.121135" @default.
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