Jump-preserving monitoring of dependent time series using pilot estimators
From MaRDI portal
Publication:4469998
DOI10.1524/stnd.21.4.343.25348zbMath1041.62076MaRDI QIDQ4469998
Publication date: 22 June 2004
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/49342
62M20: Inference from stochastic processes and prediction
62M40: Random fields; image analysis
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
62L10: Sequential statistical analysis
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