The ARL of modified Shewhart control charts for conditionally heteroskedastic models (Q1935676)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The ARL of modified Shewhart control charts for conditionally heteroskedastic models |
scientific article |
Statements
The ARL of modified Shewhart control charts for conditionally heteroskedastic models (English)
0 references
19 February 2013
0 references
average run length
0 references
time series
0 references
stationarity
0 references
ARCH model
0 references
TARCH model
0 references
0 references