Performance of control charts for autoregressive conditional heteroscedastic processes
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DOI10.1080/02664769922142zbMATH Open0951.62099OpenAlexW2101305091MaRDI QIDQ4935461FDOQ4935461
Authors: Yue Fang, John Zhang 
Publication date: 4 January 2001
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664769922142
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)
Cites Work
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- ARCH modeling in finance. A review of the theory and empirical evidence
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- Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
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- ARMA MODELS WITH ARCH ERRORS
Cited In (6)
- New measures of statistical performance of process control charts
- The ARL of modified Shewhart control charts for conditionally heteroskedastic models
- Some statistical aspects of methods for detection of turning points in business cycles
- Title not available (Why is that?)
- Title not available (Why is that?)
- A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes
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