Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives

DOI10.1007/s001840300306zbMath1084.62075OpenAlexW4253644094MaRDI QIDQ1764213

Ansgar Steland

Publication date: 24 February 2005

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840300306

zbMATH Keywords

FinanceSmoothingSequential testMicroarraysStatistical geneticsControl chart

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Exact distribution theory in statistics (62E15) Sequential statistical analysis (62L10)

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