Control charts for measurement error models
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Cites work
- Analysis of financial time series
- Behavior of EWMA type control charts for small smoothing parameters
- CUSUM control schemes for Gaussian processes
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- EWMA charts for monitoring the mean and the autocovariances of stationary processes
- EWMA control charts for detecting changes in the mean of a long-memory process
- Explicit results on conditional distributions of generalized exponential mixtures
- Exploiting the errors: a simple approach for improved volatility forecasting
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
- scientific article; zbMATH DE number 5302222 (Why is no real title available?)
- scientific article; zbMATH DE number 6108240 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Monitoring mean changes in persistent multivariate time series
- Quality surveillance with EWMA control charts based on exact control limits
- Robust cusum: a robustness study for cusum quality control schemes
- Signaling NBER turning points: a sequential approach
- Steady-state average run length(s): Methodology, formulas, and numerics
- Surveillance of non-stationary processes
- Surveillance of the mean behavior of multivariate time series
- The effect of intraday periodicity on realized volatility measures
- Time series analysis by state space methods
- Time series: Theory and methods
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