Monitoring means and covariances of multivariate non linear time series with heavy tails (Q4595829)
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scientific article; zbMATH DE number 6816061
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| English | Monitoring means and covariances of multivariate non linear time series with heavy tails |
scientific article; zbMATH DE number 6816061 |
Statements
Monitoring means and covariances of multivariate non linear time series with heavy tails (English)
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6 December 2017
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conditional correlation models
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multivariate CUSUM charts
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multivariate EWMA charts
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statistical process control
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0.8783531785011292
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0.8757933974266052
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0.8301529884338379
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0.819648802280426
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0.8157485723495483
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