Monitoring multivariate time series
type: Item
instance of: scholarly article
title: Monitoring multivariate time series
zbMATH Open document ID: 1359.62369
author: Yannick Hoga
published in: Journal of Multivariate Analysis
publication date: 2017-02-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6688285
zbMATH Keywords: online-monitoring
zbMATH Keywords: CUSUM
zbMATH Keywords: change points
zbMATH Keywords: invariance principle
zbMATH Keywords: ratio-type detector
MaRDI profile type: Publication
full work available at URL: j.jmva.2016.12.003
OpenAlex ID: W2567520565
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DOI: 10.1016/J.JMVA.2016.12.003
description: scientific article; zbMATH DE number 6688285