The ARL of modified Shewhart control charts for conditionally heteroskedastic models
type: Item
instance of: scholarly article
title: The ARL of modified Shewhart control charts for conditionally heteroskedastic models
zbMATH Open document ID: 1256.62077
author: E. Gonçalves
author: J. Leite
author: N. Mendes-Lopes
published in: Statistical Papers
publication date: 2013-02-19T00:00:00Z
full work available at URL: http://hdl.handle.net/10316/44813
Mathematics Subject Classification ID: 62P30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6137142
zbMATH Keywords: average run length
zbMATH Keywords: time series
zbMATH Keywords: stationarity
zbMATH Keywords: ARCH model
zbMATH Keywords: TARCH model
MaRDI profile type: Publication
OpenAlex ID: W1984606601
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: Q4298738
cites work: Q5440563
cites work: On the distributional properties of GARCH processes
cites work: On the run length of a Shewhart chart for correlated data
cites work: Threshold heteroskedastic models
DOI: 10.1007/S00362-011-0408-Z
description: scientific article; zbMATH DE number 6137142