{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,13]],"date-time":"2026-02-13T20:20:48Z","timestamp":1771014048090,"version":"3.50.1"},"reference-count":19,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2011,3,30]],"date-time":"2011-03-30T00:00:00Z","timestamp":1301443200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2011,6]]},"DOI":"10.1007\/s10260-011-0162-3","type":"journal-article","created":{"date-parts":[[2011,3,29]],"date-time":"2011-03-29T21:40:31Z","timestamp":1301434831000},"page":"171-199","source":"Crossref","is-referenced-by-count":32,"title":["Monitoring parameter change in time series models"],"prefix":"10.1007","volume":"20","author":[{"given":"Okyoung","family":"Na","sequence":"first","affiliation":[]},{"given":"Youngmi","family":"Lee","sequence":"additional","affiliation":[]},{"given":"Sangyeol","family":"Lee","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2011,3,30]]},"reference":[{"key":"162_CR1","doi-asserted-by":"crossref","first-page":"2051","DOI":"10.1214\/aos\/1176325771","volume":"22","author":"J Bai","year":"1994","unstructured":"Bai J (1994) Weak convergence of the sequential empirical processes of residuals in ARMA models. Ann Stat 22: 2051\u20132061","journal-title":"Ann Stat"},{"key":"162_CR2","doi-asserted-by":"crossref","first-page":"1140","DOI":"10.1017\/S0266466604206041","volume":"20","author":"I Berkes","year":"2004","unstructured":"Berkes I, Gombay E, Horvarh L, Kokoszaka P (2004) Sequential change-point detection in GARCH(p,q) models. Econometr Theory 20: 1140\u20131167","journal-title":"Econometr Theory"},{"key":"162_CR3","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1111\/j.2517-6161.1975.tb01532.x","volume":"37","author":"RL Brown","year":"1975","unstructured":"Brown RL, Durbin J, Evans JM (1975) Techniques for testing the comsistency of regression relationships over time. J R Stat Soc Ser B 37: 149\u2013163","journal-title":"J R Stat Soc Ser B"},{"key":"162_CR4","doi-asserted-by":"crossref","first-page":"85","DOI":"10.1016\/S0764-4442(00)00504-8","volume":"331","author":"M Carrasco","year":"2000","unstructured":"Carrasco M, Chen X (2000) \u03b2-mixing and moment properties of RCA models with application to GARCH(p,q). C R Acad Sci Paris Ser I 331: 85\u201390","journal-title":"C R Acad Sci Paris Ser I"},{"key":"162_CR5","doi-asserted-by":"crossref","first-page":"1045","DOI":"10.2307\/2171955","volume":"64","author":"C-SJ Chu","year":"1996","unstructured":"Chu C-SJ, Stinchcombe M, White W (1996) Monitoring structural change. Econometrica 64: 1045\u20131065","journal-title":"Econometrica"},{"key":"162_CR6","doi-asserted-by":"crossref","DOI":"10.1137\/1.9781611970289","volume-title":"Quantile processes with statistical applications","author":"M Cs\u00f6rg\u0151","year":"1983","unstructured":"Cs\u00f6rg\u0151 M (1983) Quantile processes with statistical applications. Society for Industrial and Applied Mathematics, Philadelphia"},{"key":"162_CR7","volume-title":"Limit theorems in change-point analysis","author":"M Cs\u00f6rg\u0151","year":"1997","unstructured":"Cs\u00f6rg\u0151 M, Horv\u00e1th L (1997) Limit theorems in change-point analysis. Wiley, New York"},{"key":"162_CR8","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-0099-4","volume-title":"Empirical process techniques for dependent data","author":"H Dehling","year":"2002","unstructured":"Dehling H, Phillip W (2002) Empirical process techniques for dependent data. In: Dehling H, Mikosch T, Sorensen M (eds) Empirical process techniques for dependent data. Birkh\u00e4user, Boston"},{"key":"162_CR9","doi-asserted-by":"crossref","first-page":"260","DOI":"10.1214\/aop\/1176992626","volume":"14","author":"E Eberlein","year":"1986","unstructured":"Eberlein E (1986) On strong invariance principles under dependence assumptions. Ann Probab 14: 260\u2013270","journal-title":"Ann Probab"},{"key":"162_CR10","doi-asserted-by":"crossref","first-page":"605","DOI":"10.3150\/bj\/1093265632","volume":"10","author":"C Francq","year":"2004","unstructured":"Francq C, Zako\u00efan JM (2004) Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Bernoulli 10: 605\u2013637","journal-title":"Bernoulli"},{"key":"162_CR11","first-page":"225","volume":"10","author":"A Horbath","year":"2004","unstructured":"Horbath A, Huskova M, Kokoszka P, Steinebach J (2004) Monitoring changes in linear models. J Stat Plan Infer 10: 225\u2013251","journal-title":"J Stat Plan Infer"},{"key":"162_CR12","doi-asserted-by":"crossref","first-page":"913","DOI":"10.2307\/2290916","volume":"89","author":"C Incl\u00e1n","year":"1994","unstructured":"Incl\u00e1n C, Tiao GC (1994) Use of cumulative sums of squares for retrospective detection of changes of variances. J Am Stat Assoc 89: 913\u2013923","journal-title":"J Am Stat Assoc"},{"key":"162_CR13","doi-asserted-by":"crossref","first-page":"1003","DOI":"10.1214\/aop\/1176994565","volume":"8","author":"J Kuelbs","year":"1980","unstructured":"Kuelbs J, Philipp W (1980) Almost sure invariance principles for partial sums of mixing B-valued random variables. Ann Probab 8: 1003\u20131036","journal-title":"Ann Probab"},{"key":"162_CR14","doi-asserted-by":"crossref","first-page":"781","DOI":"10.1111\/1467-9469.00364","volume":"30","author":"S Lee","year":"2003","unstructured":"Lee S, Ha J, Na O (2003) The cusum test for parameter change in time series models. Scand J Stat 30: 781\u2013796","journal-title":"Scand J Stat"},{"key":"162_CR15","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1007\/s10463-006-0037-9","volume":"58","author":"S Lee","year":"2006","unstructured":"Lee S, Nishiyama Y, Yoshida N (2006) Test for parameter change in diffusion processes by cusum statistics based on one-step estimators. Ann Inst Stat Math 58: 211\u2013222","journal-title":"Ann Inst Stat Math"},{"key":"162_CR16","doi-asserted-by":"crossref","first-page":"835","DOI":"10.1017\/S0266466600166022","volume":"16","author":"F Leisch","year":"2000","unstructured":"Leisch F, Hornik K, Kuan C-H (2000) Monitoring structural changes with the generalized fluctuation test. Econometr Theory 16: 835\u2013854","journal-title":"Econometr Theory"},{"key":"162_CR17","doi-asserted-by":"crossref","first-page":"341","DOI":"10.1016\/0165-1765(86)90009-1","volume":"20","author":"W Plobeger","year":"1986","unstructured":"Plobeger W, Kr\u00e4mer W (1986) On studentizing a test for structural change. Econ Lett 20: 341\u2013344","journal-title":"Econ Lett"},{"key":"162_CR18","doi-asserted-by":"crossref","first-page":"552","DOI":"10.1214\/aos\/1176349042","volume":"21","author":"SM Tang","year":"1993","unstructured":"Tang SM, Macneil IB (1993) The effect of serial correlation on tests for parameter change at unknown time. Ann Stat 21: 552\u2013575","journal-title":"Ann Stat"},{"key":"162_CR19","doi-asserted-by":"crossref","first-page":"99","DOI":"10.1002\/jae.776","volume":"10","author":"A Zeileis","year":"2005","unstructured":"Zeileis A, Leisch F, Kleiber C, Hornik K (2005) Monitoring structural change in dynamic econometric models. J Appl Econometr 10: 99\u2013121","journal-title":"J Appl Econometr"}],"container-title":["Statistical Methods &amp; Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-011-0162-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10260-011-0162-3\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-011-0162-3","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,3,4]],"date-time":"2025-03-04T18:57:02Z","timestamp":1741114622000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-011-0162-3"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,3,30]]},"references-count":19,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2011,6]]}},"alternative-id":["162"],"URL":"https:\/\/doi.org\/10.1007\/s10260-011-0162-3","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"value":"1618-2510","type":"print"},{"value":"1613-981X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,3,30]]}}}