Apply the popular real-time monitoring strategy proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.12131>, along with a new bootstrap procedure designed to mitigate the potential impact of heteroskedasticity and to effect family-wise size control in recursive testing algorithms (Phillips and Shi, forthcoming).
|Author||Peter C.B. Phillips [aut], Shuping Shi [aut], Itamar Caspi [aut, cre]|
|Maintainer||Itamar Caspi <[email protected]>|
|Package repository||View on CRAN|
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