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Statistical process control charts for ophthalmology

โœ Scribed by Miguel Cordero-Coma; Taygan Yilmaz; William V. Padula; Esther Rodriguez; Steven T. Lanier

Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
181 KB
Volume
249
Category
Article
ISSN
0065-6100

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Control charts for GARCH processes
Control charts for GARCH processes
โœ S. Schipper; W. Schmid ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 509 KB

In this paper simultaneous exponentially weighted moving average schemes for the mean and the variance of a financial time series are introduced. The target process is assumed to be a GARCH process. It is proved that in some cases the bivariate approach leads to a smaller out-of-control average run