Nonparametric monitoring of financial time series by jump-preserving control charts
type: Item
instance of: scholarly article
title: Nonparametric monitoring of financial time series by jump-preserving control charts
zbMATH Open document ID: 1003.62090
author: Ansgar Steland
published in: Statistical Papers
publication date: 2002-12-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G99
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1836965
zbMATH Keywords: digital image processing
zbMATH Keywords: EWMA control chart
zbMATH Keywords: financial econometrics
zbMATH Keywords: nonparametric smoothing structural changes
describes a project that uses: KernSmooth
MaRDI profile type: Publication
full work available at URL: s00362-002-0112-0
OpenAlex ID: W1975709799
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DOI: 10.1007/S00362-002-0112-0
description: scientific article; zbMATH DE number 1836965