Monitoring the cross-covariances of a multivariate time series
Year of publication: |
2002
|
---|---|
Authors: | Śliwa, Przemysław ; Schmid, Wolfgang |
Publisher: |
Frankfurt (Oder) : Dep. of Economics, European Univ. Viadrina |
Subject: | Kontrollkarten | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Varianzanalyse | Analysis of variance | Statistische Qualitätskontrolle | Statistical quality control |
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