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  • Search: subject:"Exponentially weighted moving average"
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Year of publication
Subject
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exponentially weighted moving average 16 Estimation theory 13 Schätztheorie 13 Risikomaß 10 Risk measure 10 Theorie 10 Theory 10 Time series analysis 9 Zeitreihenanalyse 9 Portfolio selection 7 Portfolio-Management 7 Statistical quality control 7 Statistische Qualitätskontrolle 7 EWMA 6 Exponentially weighted moving average 6 Forecasting model 6 Prognoseverfahren 6 Stochastic process 5 Stochastischer Prozess 5 Volatility 5 Volatilität 5 statistical process control 5 ARCH model 4 ARCH-Modell 4 Exponentially weighted moving average control chart 4 Statistical process control 4 Value-at-Risk 4 Analysis of variance 3 Average run length 3 EWMA-Regelkarte 3 Estimation 3 Exponentially Weighted Moving Average (EWMA) 3 Production control 3 Produktionssteuerung 3 Prozessüberwachung 3 Quality management 3 Qualitätsmanagement 3 Risiko 3 Risk 3 Schätzung 3
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Online availability
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Undetermined 28 Free 15 CC license 1
Type of publication
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Article 42 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 27 Aufsatz in Zeitschrift 27 Working Paper 4 Arbeitspapier 2 Article 2 Dissertation u.a. Prüfungsschriften 2 Graue Literatur 2 Non-commercial literature 2 research-article 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 Thesis 1
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Language
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English 35 Undetermined 14 German 2 Spanish 2
Author
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Broll, Udo 3 Förster, Andreas 3 Lucas, André 3 Zhang, Xin 3 Adepoju, Akeem Ajibola 2 Ajadi, Jimoh Olawale 2 Ajibade, Ganiyu Ayodele 2 Alih, Ekele 2 Amiri, Amirhossein 2 Betancourt Bejarano, Katherine 2 Chakraborti, Subhabrata 2 Chevallier, Julien 2 Chiroma, Haruna 2 García Díaz, Carlos Mario 2 Huang, Hai 2 Jibasen, Danjuma 2 Khoo, Michael B. C. 2 Kuboye, Olusola John 2 Lozano Riaño, Viviana 2 Lu, Zudi 2 Maravelakis, Petros 2 Panaretos, John 2 Psarakis, Stelios 2 Stemann, Dietmar 2 Zhu, Bangzhu 2 Zou, Changliang 2 Abdulkadir, Sauta 1 Abdulkadir, Sauta S. 1 Aghaie, Abdollah 1 Al-Khalifa, K. N. 1 Aminnayeri, Majid 1 Asadzadeh, Shervin 1 Borror, Connie M. 1 Castagliola, P. 1 Chen, Cathy W. S. 1 Chen, Chung-Ho 1 Chen, Mei-yen 1 Chen, Sunwu Winfred 1 Chien, Chang-Cheng Chang 1 Chong, Zhi Lin 1
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Institution
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Business School, University of Sydney 2 Faculty of Economics, University of Cambridge 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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International journal of production research 5 Journal of Applied Statistics 3 Europäische Hochschulschriften / 5 2 Finance research letters 2 International Journal of Quality & Reliability Management 2 International journal of productivity and quality management : IJPQM 2 Quality & Quantity: International Journal of Methodology 2 Working Papers / Business School, University of Sydney 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Atlantic Review of Economics 1 Atlantic review of economics : AROE 1 Business Systems Research 1 CEPIE Working Paper 1 CEPIE working paper 1 Cambridge Working Papers in Economics 1 Decision making and risk/return optimization in financial economics 1 Economics and business review 1 European Sport management quarterly : ESMQ 1 European journal of operational research : EJOR 1 International Journal of Data Analysis Techniques and Strategies 1 International Journal of Financial Markets and Derivatives 1 International journal of economics and financial issues : IJEFI 1 International journal of finance & economics : IJFE 1 International journal of forecasting 1 International journal of management concepts and philosophy : IJMCP 1 International journal of networking and virtual organisations : IJNVO 1 International journal of quality & reliability management 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of risk 1 Journal of the Operational Research Society 1 MPRA Paper 1 Metrika 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Statistics in Transition new series (SiTns) 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1 The North American journal of economics and finance : a journal of financial economics studies 1
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Source
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ECONIS (ZBW) 31 RePEc 14 EconStor 4 USB Cologne (EcoSocSci) 2 Other ZBW resources 2
Showing 41 - 50 of 53
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Design of EWMA control chart for minimizing the proportion of defective units
Shamsuzzaman, Mohammad; Wu, Zhang - In: International Journal of Quality & Reliability Management 29 (2012) 8, pp. 953-969
Purpose – The exponentially weighted moving average (EWMA) control charts are widely used in industries for monitoring …
Persistent link: https://www.econbiz.de/10014800722
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EWMA Chart and Measurement Error
Maravelakis, Petros; Panaretos, John; Psarakis, Stelios - Volkswirtschaftliche Fakultät, … - 2004
Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving...
Persistent link: https://www.econbiz.de/10005621235
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Optimal portfolio allocation strategies with dynamic factor models
Thomaidis, Nikos S.; Roumpis, Efthimios; Kondakis, Nick - In: International Journal of Financial Markets and Derivatives 1 (2010) 4, pp. 352-370
weighted moving average (EWMA) estimates. … mean-variance allocations with those obtained using simpler techniques, such as sample historical and exponentially …
Persistent link: https://www.econbiz.de/10008755235
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The monitoring of simple linear regression profiles with two observations per sample
Mahmoud, Mahmoud; Morgan, J. P.; Woodall, William - In: Journal of Applied Statistics 37 (2010) 8, pp. 1249-1263
We evaluate and compare the performance of Phase II simple linear regression profile approaches when only two observations are used to establish each profile. We propose an EWMA control chart based on average squared deviations from the in-control line, to be used in conjunction with two EWMA...
Persistent link: https://www.econbiz.de/10008674908
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Comparisons of control schemes for monitoring the means of processes subject to drifts
Zou, Changliang; Liu, Yukun; Wang, Zhaojun - In: Metrika 70 (2009) 2, pp. 141-163
Persistent link: https://www.econbiz.de/10005061291
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Incorporating the Time-Varying Tail-Fatness into the Historical Simulation Method for Portfolio Value-at-Risk
Lin, Chu-Hsiung; Chien, Chang-Cheng Chang; Chen, Sunwu … - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 02, pp. 257-274
This study extends the method of Guermat and Harris (2002), the Power EWMA (exponentially weighted moving average …
Persistent link: https://www.econbiz.de/10005080734
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Economic Design of EWMA Charts with Variable Sampling Intervals
Chou, Chao-Yu; Chen, Chung-Ho; Liu, Hui-Rong - In: Quality & Quantity: International Journal of Methodology 40 (2006) 6, pp. 879-896
Persistent link: https://www.econbiz.de/10009391346
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One-sided Continuous Tolerance Limits and their Accompanying Sample Size Problem
Sa, Ping; Razaila, Luminita - In: Journal of Applied Statistics 31 (2004) 4, pp. 419-434
of the exponentially weighted moving average (EWMA) technique. It can be observed that the sample size required by this …
Persistent link: https://www.econbiz.de/10005492198
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EWMA Chart and Measurement Error
Maravelakis, Petros; Panaretos, John; Psarakis, Stelios - In: Journal of Applied Statistics 31 (2004) 4, pp. 445-455
Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving...
Persistent link: https://www.econbiz.de/10005458270
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Qualitätsregelkarten des Shewhart- und EWMA-Typs : ein Leistungsvergleich bei meßfehlerfreien und meßfehlerbehafteten Qualitätsdaten
Stemann, Dietmar - 1997
Persistent link: https://www.econbiz.de/10004327453
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