SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (Q4331108): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing and Locating Variance Changepoints with Application to Stock Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the EWMA control chart in the presence of autocorrelation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential analysis. Tests and confidence intervals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance of CUSUM Control Schemes for Serially Correlated Observations / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 08:36, 4 June 2024

scientific article; zbMATH DE number 1740639
Language Label Description Also known as
English
SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES
scientific article; zbMATH DE number 1740639

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references