Nonparametric monitoring of financial time series by jump-preserving control charts

Statistical Papers

Volumn 43, Issue 3, 2002, Pages 401-422

  Steland, Ansgar ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Digital image processing; EWMA control chart; Financial econometrics; Nonparametric smoothing; Structural changes

Indexed keywords

EID: 0036666016     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-002-0112-0     Document Type: Article

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