Monitoring multivariate time series
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Publication:511999
DOI10.1016/j.jmva.2016.12.003zbMath1359.62369OpenAlexW2567520565MaRDI QIDQ511999
Publication date: 23 February 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.003
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)
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