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On the run length of the EWMA scheme - a monotonicity result for normal variables

Alexander Schöne, Wolfgang Schmid & Sven Knoth
Year of publication:
1997
Authors: Schöne, Alexander ; Schmid, Wolfgang ; Knoth, Sven
Publisher: Frankfurt (Oder) : Europa-Univ. Viadrina, Fak. für Wirtschaftswiss.
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