Monitoring the mean and the variance of a stationary process

DOI10.1111/1467-9574.03000zbMath1076.62572MaRDI QIDQ4469545

Wolfgang Schmid, Sven Knoth

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.03000

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P30: Applications of statistics in engineering and industry; control charts

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Cites Work

• On the joint distribution of a quadratic and a linear form in normal variables
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