Statistical Surveillance. Optimality and Methods
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DOI: 10.1111/j.1751-5823.2003.tb00205.x
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References listed on IDEAS
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Citations
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Cited by:
- Taras Lazariv & Wolfgang Schmid, 2019. "Surveillance of non-stationary processes," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 305-331, September.
- Bock, David, 2007. "Evaluations of likelihood based surveillance of volatility," Research Reports 2007:9, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Marianne Frisén, 2014.
"Spatial outbreak detection based on inference principles for multivariate surveillance,"
IISE Transactions, Taylor & Francis Journals, vol. 46(8), pages 759-769, August.
- Frisén, Marianne, 2012. "Spatial outbreak detection based on inference principles for multivariate surveillance," Research Reports 2012:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Vasyl Golosnoy, 2018. "Sequential monitoring of portfolio betas," Statistical Papers, Springer, vol. 59(2), pages 663-684, June.
- Frisén, Marianne, 2008. "Introduction to financial surveillance," Research Reports 2008:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Frisén, Marianne & Andersson, Eva & Pettersson, Kjell, 2008. "Semiparametric estimation of outbreak regression," Research Reports 2007:13, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Andersson, Eva, 2007. "Effect of dependency in systems for multivariate surveillance," Research Reports 2007:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Frisén, Marianne, 2011. "Inference Principles For Multivariate Surveillance," Research Reports 2011:5, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Pettersson, Kjell, 2008. "On curve estimation under order restrictions," Research Reports 2007:15, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Robert Garthoff & Iryna Okhrin & Wolfgang Schmid, 2014. "Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(3), pages 225-255, July.
- Schiöler, Linus & Frisén, Marianne, 2008. "On statistical surveillance of the performance of fund managers," Research Reports 2008:4, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2009. "Sufficient reduction in multivariate surveillance," Research Reports 2009:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Bock, David & Andersson, Eva & Frisén, Marianne, 2007. "Similarities and differences between statistical surveillance and certain decision rules in finance," Research Reports 2007:8, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- He, Feng & Shu, Lianjie & Tsui, Kwok-Leung, 2014. "Adaptive CUSUM charts for monitoring linear drifts in Poisson rates," International Journal of Production Economics, Elsevier, vol. 148(C), pages 14-20.
- Zhou, Qin & Luo, Yunzhao & Wang, Zhaojun, 2010. "A control chart based on likelihood ratio test for detecting patterned mean and variance shifts," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1634-1645, June.
- Frisén, Marianne, 2011. "Methods and evaluations for surveillance in industry, business, finance, and public health," Research Reports 2011:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Bock, David & Andersson, Eva & Frisén, Marianne, 2007. "Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden," Research Reports 2007:6, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Andersson, E., 2005. "On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 433-439, July.
- Steland, Ansgar, 2003. "Optimal sequential kernel detection for dependent processes," Technical Reports 2003,27, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Assuno, Renato & Correa, Thais, 2009. "Surveillance to detect emerging space-time clusters," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2817-2830, June.
- Bock, David & Pettersson, Kjell, 2007. "Explorative analysis of spatial aspects on the Swedish influenza data," Research Reports 2007:10, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang, 2011. "CUSUM control charts for monitoring optimal portfolio weights," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2991-3009, November.
- David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
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