Surveillance of the covariance matrix of multivariate nonlinear time series (Q5317766): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:48, 5 March 2024
scientific article; zbMATH DE number 2206629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Surveillance of the covariance matrix of multivariate nonlinear time series |
scientific article; zbMATH DE number 2206629 |
Statements
Surveillance of the covariance matrix of multivariate nonlinear time series (English)
0 references
21 September 2005
0 references
statistical process control
0 references
multivariate GARCH models
0 references
change detection
0 references
exponential smoothing
0 references
financial applications
0 references
