Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312)
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scientific article; zbMATH DE number 1836965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric monitoring of financial time series by jump-preserving control charts |
scientific article; zbMATH DE number 1836965 |
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Nonparametric monitoring of financial time series by jump-preserving control charts (English)
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1 December 2002
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digital image processing
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EWMA control chart
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financial econometrics
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nonparametric smoothing structural changes
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