Nonparametric monitoring of financial time series by jump-preserving control charts
| Year of publication: |
2002
|
|---|---|
| Authors: | Steland, Ansgar |
| Published in: |
Statistical Papers. - Springer. - Vol. 43.2002, 3, p. 401-422
|
| Publisher: |
Springer |
| Subject: | Digital image processing | EWMA control chart | financial econometrics | nonparametric smoothing | structural changes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391181