Change-Point Monitoring in Linear Models

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Bootstrapping sequential change-point tests for linear regression (2012, methodology): “[4] show for the stopping time τ(m) of the procedure with the asymptotic critical values from Theorem 2.”
DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE (2014, unknown): “Contributions to the area include, but are not limited to, Leisch, Hornik, and Kuan (2000), Zeileis et al. (2005), Aue et al. (2006), and Hušková, Prašková, and Steinebach (2007).”
Delay times of sequential procedures for multiple time series regression models (2009, methodology): “Other sequential procedures for the same testing problemwere introduced in Leisch et al. (2000), Horváth et al. (2004), Zeileis et al. (2005), and Aue et al. (2006b).”
Extensions of some classical methods in change point analysis (2014, methodology): “Sequential monitoring for changes in the parameters of a linear model is considered in Aue et al. (2006a) and Černíková et al. (2013).”
Strong approximation for the sums of squares of augmented GARCH sequences (2006, background): “In addition, strong approximations can also be used to develope sequential monitoring procedures (see Berkes et al. (2004; Aue and Horváth 2004; Aue et al. 2005; and Horváth et al. (2006).”