Real-time monitoring of carbon monoxide using value-at-risk measure and control charting

DOI10.1080/02664763.2016.1161738OpenAlexW2295242918MaRDI QIDQ5138520

Sotirios Bersimis, Stavros Degiannakis, Dimitrios Georgakellos

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/65865/1/MPRA_paper_65865.pdf

zbMATH Keywords

value-at-riskmultivariate time seriescontrol chartsatmospheric pollutionmultivariate statistical process monitoringair quality surveillanceautoregressive conditional heteroskedasticity modellingdiag-aVECH

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Expectile regression for spatial functional data analysis (sFDA)

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