Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series
type: Item
instance of: scholarly article
title: Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series
zbMATH Open document ID: 1443.62527
author: Robert Garthoff
author: Iryna Okhrin
author: Wolfgang Schmid
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-09T00:00:00Z
Mathematics Subject Classification ID: 62P30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6975997
zbMATH Keywords: statistical process control
zbMATH Keywords: multivariate CUSUM charts
zbMATH Keywords: multivariate EWMA charts
zbMATH Keywords: conditional correlation model
MaRDI profile type: Publication
full work available at URL: s10182-013-0220-2
OpenAlex ID: W1979127271
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DOI: 10.1007/S10182-013-0220-2
description: scientific article; zbMATH DE number 6975997