A Simple Method Using CuScore to Monitor Changes in ARMA Coefficients
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Publication:5481635
DOI10.1080/03610910600591388zbMath1093.62115MaRDI QIDQ5481635
Publication date: 10 August 2006
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910600591388
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
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