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 |
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