CUSUM control schemes for monitoring the covariance matrix of multivariate time series (Q4600777)
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scientific article; zbMATH DE number 6825513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CUSUM control schemes for monitoring the covariance matrix of multivariate time series |
scientific article; zbMATH DE number 6825513 |
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CUSUM control schemes for monitoring the covariance matrix of multivariate time series (English)
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12 January 2018
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multivariate time series
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statistical process control
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control charts
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modified cumulative sum
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financial application
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