Monitoring mean changes in persistent multivariate time series
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Publication:5163039
DOI10.1080/02331888.2021.1949013zbMath1477.62242OpenAlexW3200559401MaRDI QIDQ5163039
Miriam Isabel Seifert, Vasyl Golosnoy
Publication date: 8 November 2021
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2021.1949013
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential estimation (62L12)
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