The ARL of modified Shewhart control charts for conditionally heteroskedastic models (Q1935676)

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The ARL of modified Shewhart control charts for conditionally heteroskedastic models
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    The ARL of modified Shewhart control charts for conditionally heteroskedastic models (English)
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    19 February 2013
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    average run length
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    time series
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    stationarity
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    ARCH model
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    TARCH model
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