Monitoring the cross-covariances of a multivariate time series (Q1774624)
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scientific article; zbMATH DE number 2168432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring the cross-covariances of a multivariate time series |
scientific article; zbMATH DE number 2168432 |
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Monitoring the cross-covariances of a multivariate time series (English)
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17 May 2005
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Statistical process control
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Multivariate time series
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Simultaneous control charts
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Exponential smoothing
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Financial application
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EWMA recursions
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0.9047828
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0.8951635
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0.8951049
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0.8819338
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0.8795122
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0.87782764
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0.87541443
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