Cusums for tracking arbitrary functionals
Author:
Affiliation:
1. University of Manchester; Manchester M13 9PL UK
2. Industrial Research Limited; Lower Hutt New Zealand
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/stan.12084/fullpdf
Reference41 articles.
1. Modified simple robust control chart based on median absolute deviation;Adekeye;International Journal of Statistics and Probability,2012
2. Derivation of the limits for control chart using the median absolute deviation for monitoring non-normal process;Adekeye;Journal of Mathematics and Statistics,2012
3. Tests for breaks in the conditional co-movements of asset returns;Andreou;Statistica Sinica,2003
4. Break detection in the covariance structure of multivariate time series models;Aue;Annals of Statistics,2009
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