Delay time in monitoring jump changes

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11310%2F13%3A10159500" target="_blank" >RIV/00216208:11310/13:10159500 - isvavai.cz</a>

Alternative codes found

RIV/00216208:11320/13:10159500

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Delay time in monitoring jump changes

Original language description

Sequential procedure for monitoring jump changes in linear models are investigated. The main result shows that, under the alternative, the suitably normalized stopping time of the procedure has a standard normal limiting distribution. A number of examples are discussed and the finite sample validity of the asymptotics is checked via a small simulation study.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GC201%2F09%2FJ006" target="_blank" >GC201/09/J006: Structural Breaks in Time Series</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2013

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Statistics

ISSN

0233-1888

e-ISSN

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Volume of the periodical

47

Issue of the periodical within the volume

1

Country of publishing house

DE - GERMANY

Number of pages

25

Pages from-to

1-25

UT code for WoS article

000314168400001

EID of the result in the Scopus database

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