Pages that link to "Item:Q1849312"
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The following pages link to Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312):
Displaying 5 items.
- Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200) (← links)
- Sequential control of non-stationary processes by nonparametric kernel control charts (Q1879265) (← links)
- Jump-preserving monitoring of dependent time series using pilot estimators (Q4469998) (← links)
- On detecting jumps in time series: nonparametric setting (Q4831079) (← links)
- Random Walks with Drift – A Sequential Approach (Q5487369) (← links)