Pages that link to "Item:Q4331108"
From MaRDI portal
The following pages link to SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (Q4331108):
Displaying 15 items.
- On control charts for monitoring the variance of a time series (Q394567) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Surveillance of the covariance matrix based on the properties of the singular Wishart distribution (Q961796) (← links)
- Behavior of EWMA type control charts for small smoothing parameters (Q1663257) (← links)
- Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Variance Charts for Time Series: A Comparison Study (Q2787304) (← links)
- Optimal Surveillance Based on Exponentially Weighted Moving Averages (Q3423604) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887) (← links)
- Surveillance of the mean behavior of multivariate time series (Q3542544) (← links)
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes (Q4439627) (← links)
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems (Q5123385) (← links)
- Surveillance of the covariance matrix of multivariate nonlinear time series (Q5317766) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
