{"id":"https://openalex.org/W2083244850","doi":"https://doi.org/10.1016/j.jmva.2013.12.004","title":"Monitoring procedure for parameter change in causal time series","display_name":"Monitoring procedure for parameter change in causal time series","publication_year":2014,"publication_date":"2014-01-03","ids":{"openalex":"https://openalex.org/W2083244850","doi":"https://doi.org/10.1016/j.jmva.2013.12.004","mag":"2083244850"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmva.2013.12.004","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmva.2013.12.004","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multivariate Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1209.4746","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5030545790","display_name":"Jean\u2010Marc Bardet","orcid":"https://orcid.org/0000-0001-6222-6900"},"institutions":[{"id":"https://openalex.org/I204730241","display_name":"Universit\u00e9 Paris Cit\u00e9","ror":"https://ror.org/05f82e368","country_code":"FR","type":"education","lineage":["https://openalex.org/I204730241"]},{"id":"https://openalex.org/I51101395","display_name":"Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne","ror":"https://ror.org/002t25c44","country_code":"FR","type":"education","lineage":["https://openalex.org/I51101395"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Jean-Marc Bardet","raw_affiliation_strings":["SAMM, Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne, 90 rue de Tolbiac 75634-Paris Cedex 13, France"],"affiliations":[{"raw_affiliation_string":"SAMM, Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne, 90 rue de Tolbiac 75634-Paris Cedex 13, France","institution_ids":["https://openalex.org/I204730241","https://openalex.org/I51101395"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030352735","display_name":"William Kengne","orcid":"https://orcid.org/0000-0003-1619-9600"},"institutions":[{"id":"https://openalex.org/I204730241","display_name":"Universit\u00e9 Paris Cit\u00e9","ror":"https://ror.org/05f82e368","country_code":"FR","type":"education","lineage":["https://openalex.org/I204730241"]},{"id":"https://openalex.org/I4210097546","display_name":"Th\u00e9orie \u00c9conomique, Mod\u00e9lisation et Applications","ror":"https://ror.org/00vctdx48","country_code":"FR","type":"facility","lineage":["https://openalex.org/I124261006","https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I4210097546","https://openalex.org/I4210142324","https://openalex.org/I4210150854"]},{"id":"https://openalex.org/I4210142324","display_name":"CY Cergy Paris Universit\u00e9","ror":"https://ror.org/043htjv09","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210142324"]},{"id":"https://openalex.org/I51101395","display_name":"Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne","ror":"https://ror.org/002t25c44","country_code":"FR","type":"education","lineage":["https://openalex.org/I51101395"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"William Kengne","raw_affiliation_strings":["SAMM, Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne, 90 rue de Tolbiac 75634-Paris Cedex 13, France","THEMA, Universit\u00e9 de Cergy-Pontoise, 33 Boulevard du Port, 95011 Cergy-Pontoise Cedex, France"],"affiliations":[{"raw_affiliation_string":"SAMM, Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne, 90 rue de Tolbiac 75634-Paris Cedex 13, France","institution_ids":["https://openalex.org/I204730241","https://openalex.org/I51101395"]},{"raw_affiliation_string":"THEMA, Universit\u00e9 de Cergy-Pontoise, 33 Boulevard du Port, 95011 Cergy-Pontoise Cedex, France","institution_ids":["https://openalex.org/I4210097546","https://openalex.org/I4210142324"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5030352735"],"corresponding_institution_ids":["https://openalex.org/I204730241","https://openalex.org/I4210097546","https://openalex.org/I4210142324","https://openalex.org/I51101395"],"apc_list":{"value":3060,"currency":"USD","value_usd":3060},"apc_paid":null,"fwci":0.4586,"has_fulltext":false,"cited_by_count":21,"citation_normalized_percentile":{"value":0.73938212,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"125","issue":null,"first_page":"204","last_page":"221"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9866999983787537,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8560511469841003},{"id":"https://openalex.org/keywords/consistency","display_name":"Consistency (knowledge bases)","score":0.5012214183807373},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4952296316623688},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4899422526359558},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.4706401526927948},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4181613028049469},{"id":"https://openalex.org/keywords/asymptotic-distribution","display_name":"Asymptotic distribution","score":0.4172879457473755},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.41193583607673645},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3961801826953888},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3288257122039795},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.16057172417640686}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8560511469841003},{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.5012214183807373},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4952296316623688},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4899422526359558},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.4706401526927948},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4181613028049469},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.4172879457473755},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.41193583607673645},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3961801826953888},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3288257122039795},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.16057172417640686},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1016/j.jmva.2013.12.004","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmva.2013.12.004","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multivariate Analysis","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1209.4746","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1209.4746","pdf_url":"https://arxiv.org/pdf/1209.4746","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-00734210v2","is_oa":true,"landing_page_url":"https://hal.science/hal-00734210","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Multivariate Analysis, 2014, 125, pp.204-221. &#x27E8;10.1016/j.jmva.2013.12.004&#x27E9;","raw_type":"Journal articles"},{"id":"pmh:oai:RePEc:eee:jmvana:v:125:y:2014:i:c:p:204-221","is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0047259X13002649","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1209.4746","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1209.4746","pdf_url":"https://arxiv.org/pdf/1209.4746","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W300721812","https://openalex.org/W406650945","https://openalex.org/W1969604147","https://openalex.org/W1974747673","https://openalex.org/W1975207035","https://openalex.org/W1984746506","https://openalex.org/W1988348892","https://openalex.org/W1991484728","https://openalex.org/W1995081547","https://openalex.org/W1995805330","https://openalex.org/W1999996900","https://openalex.org/W2016354088","https://openalex.org/W2016713852","https://openalex.org/W2026790728","https://openalex.org/W2032397886","https://openalex.org/W2041809584","https://openalex.org/W2044535354","https://openalex.org/W2049273465","https://openalex.org/W2059529543","https://openalex.org/W2066628373","https://openalex.org/W2070950559","https://openalex.org/W2075304461","https://openalex.org/W2080284829","https://openalex.org/W2086073836","https://openalex.org/W2086147858","https://openalex.org/W2101257316","https://openalex.org/W2108416674","https://openalex.org/W2109148873","https://openalex.org/W2110769522","https://openalex.org/W2112072995","https://openalex.org/W2136450464","https://openalex.org/W2143975431","https://openalex.org/W2152141296","https://openalex.org/W2157971535","https://openalex.org/W2158998391","https://openalex.org/W2160885260","https://openalex.org/W2509125714","https://openalex.org/W2802739963","https://openalex.org/W2904240262","https://openalex.org/W3098547022","https://openalex.org/W3101806252","https://openalex.org/W3105622372","https://openalex.org/W4299533062","https://openalex.org/W6669267020","https://openalex.org/W6683245664"],"related_works":["https://openalex.org/W4287880334","https://openalex.org/W4366700029","https://openalex.org/W4285230481","https://openalex.org/W4385769873","https://openalex.org/W2015759683","https://openalex.org/W4281634296","https://openalex.org/W1511751337","https://openalex.org/W2899018032","https://openalex.org/W4248009324","https://openalex.org/W3141866029"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":6},{"year":2017,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
