R routines for performing estimation and statistical process control under copula-based time series models
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Publication:5358361
DOI10.1080/03610918.2015.1073303zbMath1373.62583OpenAlexW2195125035MaRDI QIDQ5358361
Li-Hsien Sun, Takeshi Emura, Ting-Hsuan Long
Publication date: 20 September 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1073303
Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics in engineering and industry; control charts (62P30)
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