Monitoring means and covariances of multivariate non linear time series with heavy tails (Q4595829)

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scientific article; zbMATH DE number 6816061
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Monitoring means and covariances of multivariate non linear time series with heavy tails
scientific article; zbMATH DE number 6816061

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    Monitoring means and covariances of multivariate non linear time series with heavy tails (English)
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    6 December 2017
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    conditional correlation models
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    multivariate CUSUM charts
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    multivariate EWMA charts
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    statistical process control
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