Performance of control charts for autoregressive conditional heteroscedastic processes (Q4935461)

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scientific article; zbMATH DE number 1395982
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Performance of control charts for autoregressive conditional heteroscedastic processes
scientific article; zbMATH DE number 1395982

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    Performance of control charts for autoregressive conditional heteroscedastic processes (English)
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    4 January 2001
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    EWMA control charts
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    heteroscadasticity
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    time-varying control limits
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