scientific article; zbMATH DE number 5302223

MaRDI QIDQ3512773zbMATH OpenFDO

Authors Yarema Okhrin, Wolfgang Schmid

Publication date 21 July 2008

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited in

(3)

• Evaluation of multivariate surveillance
• Minimax optimality of CUSUM for an autoregressive model
• Surveillance of the covariance matrix based on the properties of the singular Wishart distribution

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