Performance of control charts for autoregressive conditional heteroscedastic processes
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Cites work
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 52648 (Why is no real title available?)
- scientific article; zbMATH DE number 842531 (Why is no real title available?)
- ARCH modeling in finance. A review of the theory and empirical evidence
- ARMA MODELS WITH ARCH ERRORS
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Generalized autoregressive conditional heteroscedasticity
- Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
Cited in
(6)- Some statistical aspects of methods for detection of turning points in business cycles
- scientific article; zbMATH DE number 1449649 (Why is no real title available?)
- New measures of statistical performance of process control charts
- scientific article; zbMATH DE number 946617 (Why is no real title available?)
- The ARL of modified Shewhart control charts for conditionally heteroskedastic models
- A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes
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