Real-time monitoring of carbon monoxide using value-at-risk measure and control charting

DOI10.1080/02664763.2016.1161738MaRDI QIDQ5138520zbMATH OpenOpenAlexFDO

Authors Sotirios Bersimis, Stavros Degiannakis, Dimitrios Georgakellos

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/65865/1/MPRA_paper_65865.pdf

zbMATH Keywords

multivariate time seriescontrol chartsvalue-at-riskatmospheric pollutionmultivariate statistical process monitoringair quality surveillanceautoregressive conditional heteroskedasticity modellingdiag-aVECH

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 2154348 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• A Bayesian Kriged Kalman Model for Short-Term Forecasting of Air Pollution Levels
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Comparison of neural network models with ARIMA and regression models for prediction of Houston's daily maximum ozone concentrations
• Elements of financial risk management. With CD-ROM.
• Estimating the dimension of a model
• Evaluating environmental performance using statistical process control techniques
• Multivariate statistical process control—recent results and directions for future research
• Predictability and model selection in the context of ARCH models
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• Residual‐based diagnostics for conditional heteroscedasticity models
• THE GARCH OPTION PRICING MODEL

Cited in

(6)

• Dynamic non-parametric monitoring of air-pollution
• On-line monitoring of pollution concentrations with autoregressive moving average time series
• Spatio-temporal modeling and prediction of CO concentrations in Tehran city
• A study of probability models in monitoring environmental pollution in Nigeria
• Expectile regression for spatial functional data analysis (sFDA)
• Box Jenkins methodology applied to the environmental monitoring data

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