Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

DOI10.1007/s11222-014-9462-4zbMath1332.62311OpenAlexW2083083854MaRDI QIDQ261021

Roland Fried, Matthias Borowski, Dennis Busse

Publication date: 22 March 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9462-4

zbMATH Keywords

robustnesscoherenceonlinemultivariate data streamstrend estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

Uses Software

• robfilter

Cites Work

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