Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (Q3625359)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes |
scientific article |
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Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes (English)
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12 May 2009
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multivariate control charts
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statistical process control
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