The ARL of modified Shewhart control charts for conditionally heteroskedastic models (Q1935676)
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scientific article; zbMATH DE number 6137142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ARL of modified Shewhart control charts for conditionally heteroskedastic models |
scientific article; zbMATH DE number 6137142 |
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The ARL of modified Shewhart control charts for conditionally heteroskedastic models (English)
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19 February 2013
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average run length
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time series
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stationarity
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ARCH model
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TARCH model
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