On the exponentially weighted moving variance (Q5305568)

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scientific article; zbMATH DE number 5685843
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On the exponentially weighted moving variance
scientific article; zbMATH DE number 5685843

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    On the exponentially weighted moving variance (English)
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    22 March 2010
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    average run length
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    exponentially weighted mean squared deviation
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    exponentially weighted moving variance
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    M-EWMS
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    M-EWMV
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