Control charts for GARCH processes.
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Publication:1875230
DOI10.1016/S0362-546X(01)00332-7zbMath1042.91530OpenAlexW2093839411MaRDI QIDQ1875230
Publication date: 26 August 2004
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00332-7
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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