SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (Q4331108)
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scientific article; zbMATH DE number 1740639
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| English | SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES |
scientific article; zbMATH DE number 1740639 |
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SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (English)
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30 June 2002
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control charts
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variance changes
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GARCH processes
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statistical process control
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time series
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0.8478606939315796
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0.8436519503593445
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0.8359042406082153
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0.8132717609405518
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