SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (Q4331108): Difference between revisions
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Revision as of 15:22, 5 March 2024
scientific article; zbMATH DE number 1740639
Language | Label | Description | Also known as |
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English | SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES |
scientific article; zbMATH DE number 1740639 |
Statements
SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (English)
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30 June 2002
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control charts
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variance changes
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GARCH processes
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statistical process control
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time series
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