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Multivariate control charts based on a projection approach
Bodnar, Olha, (2004)
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław, (2008)
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl, (2008)
CUSUM control schemes for multivariate time series
CUSUM charts for monitoring the mean of a multivariate Gaussian process
Bodnar, Olha, (2009)