Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
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Publication:261021
DOI10.1007/S11222-014-9462-4zbMath1332.62311OpenAlexW2083083854MaRDI QIDQ261021
Roland Fried, Matthias Borowski, Dennis Busse
Publication date: 22 March 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-014-9462-4
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)
Uses Software
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