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~isPartOf:"International journal of production research"
~isPartOf:"Revista de econometria"
~isPartOf:"The European journal of finance"
~subject:"Time series analysis"
~type:"article"
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Search: subject:"Statistische Methode"
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Time series analysis
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20
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International journal of production research
Revista de econometria
The European journal of finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Modelling techniques for financial markets and bank management
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Revue de statistique appliquée
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The journal of portfolio management : JPM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
On the statistics of scaling exponents and the multiscaling value at risk
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1361-1382
Persistent link: https://www.econbiz.de/10013532216
Saved in:
2
Distribution-free multivariate time-series monitoring with analytically determined control limits
Liu, Di
;
Kim, Heeseon
;
Kim, Seong-Hee
;
Kim, Taeheung
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6960-6977
Persistent link: https://www.econbiz.de/10014383268
Saved in:
3
Robust monitoring of stochastic textured surfaces
Bui, Anh Tuan
;
Apley, Daniel W.
- In:
International journal of production research
60
(
2022
)
16
,
pp. 5071-5086
Persistent link: https://www.econbiz.de/10013500640
Saved in:
4
An image-based multivariate generalized likelihood ratio control chart for detecting and diagnosing multiple faults in manufactured products
He, Zhen
;
Zuo, Ling
;
Zhang, Min
;
Megahed, Fadel M.
- In:
International journal of production research
54
(
2016
)
5/6
,
pp. 1771-1784
Persistent link: https://www.econbiz.de/10011498194
Saved in:
5
A comparison of weighted CUSUM procedures for monitoring process proportions with varying sample sizes
Zhou, Qin
;
Huang, Wenpo
;
Shu, Lianjie
- In:
International journal of production research
52
(
2014
)
11
,
pp. 3225-3238
Persistent link: https://www.econbiz.de/10010355856
Saved in:
6
A simple categorical chart for detecting location shifts with ordinal information
Li, Jiang
;
Tsung, Fugee
;
Zou, Changliang
- In:
International journal of production research
52
(
2014
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10010249784
Saved in:
7
Multivariate statistical process control charts based on the approximate sequential x² test
Kim, J.
;
Al-Khalifa, K. N.
;
Jeong, M. K.
;
Hamouda, A. M. S.
- In:
International journal of production research
52
(
2014
)
18
,
pp. 5514-5527
Persistent link: https://www.econbiz.de/10010419556
Saved in:
8
Cross-correlation measures in the high-frequency domain
Precup, Ovidiu V.
;
Iori, Giulia
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 319-331
Persistent link: https://www.econbiz.de/10003550388
Saved in:
9
Modelos Bayesianos univariados aplicados à previsão de séries econômicas
Migon, Hélio dos Santos
- In:
Revista de econometria
13
(
1993
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10001163778
Saved in:
10
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre
- In:
Revista de econometria
13
(
1993
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
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