The ARL of modified Shewhart control charts for conditionally heteroskedastic models
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Publication:1935676
DOI10.1007/s00362-011-0408-zzbMath1256.62077OpenAlexW1984606601MaRDI QIDQ1935676
Esmeralda Gonçalves, Joana Leite, Nazaré Mendes Lopes
Publication date: 19 February 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/44813
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)
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