Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series (Q1621673)
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scientific article; zbMATH DE number 6975997
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| default for all languages | No label defined |
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| English | Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series |
scientific article; zbMATH DE number 6975997 |
Statements
Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series (English)
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9 November 2018
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statistical process control
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multivariate CUSUM charts
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multivariate EWMA charts
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conditional correlation model
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0.903551697731018
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0.9019535183906556
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0.8783531785011292
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0.8652787208557129
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0.8647232055664062
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