MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST

By Friedrich Leisch, Kurt Hornik, C. Kuan. Econometric Theory, 2000

137 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/78231bbc27d31745e9f7a1184565c007e58104ba

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Citations in the corpus

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).”
Monitoring Structural Change in Dynamic Econometric Models (2002, methodology): “Leisch et al. (2000) introduced the generalized fluctuation test for monitoring, which contains the test of Chu et al. (1996) as a special case.”
A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals (2005, background): “Monitoring structural changes is a topic that gained more attention recently (Chu et al., 1996; Leisch et al., 2000; Carsoule and Franses, 2003; Horváth et al., 2004; Zeileis et al., 2005).”
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).”
Strucchange: An R package for testing for structural change in linear regression models (2002, unknown): “Currently monitoring has only been developed for recursive (Chu et al. 1996) and moving (Leisch et al. 2000) estimates tests.”
Change detection using landsat time series: A review of frequencies, preprocessing, algorithms, and applications (2017, methodology): “The Breaks for Additive Season and Trend (BFAST) algorithm belongs to the statistical boundary method, and it was rooted in the econometrics discipline for monitoring structural change (Chu et al., 1995; Leisch et al., 2000; Zeileis et al., 2005).”
Structural breaks in time series (2013, methodology): “A unifying view based on generalized fluctuation tests, incorporating CUSUM and MOSUM procedures as special cases, was offered in Chu et al. (1999a, b), Leisch et al. (2000), Kuan and Hornik (2005), and Zeileis et al. (2005).”