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Przemyslaw Sliwa

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First Name:Przemyslaw
Middle Name:
Last Name:Sliwa
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RePEc Short-ID:psl8
http://www.euv-frankfurt-o.de
62-020 Swarzedz ul. Kornicka 81
004803132103213

Research output

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Articles

  1. Przemysław Śliwa & Wolfgang Schmid, 2005. "Monitoring the cross-covariances of a multivariate time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(1), pages 89-115, February.

Citations

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Articles

  1. Przemysław Śliwa & Wolfgang Schmid, 2005. "Monitoring the cross-covariances of a multivariate time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(1), pages 89-115, February.

    Cited by:

    1. 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.
    2. Bodnar, Olha & Bodnar, Taras & Okhrin, Yarema, 2009. "Surveillance of the covariance matrix based on the properties of the singular Wishart distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3372-3385, July.
    3. Jarrett, Jeffrey E. & Pan, Xia, 2007. "The quality control chart for monitoring multivariate autocorrelated processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3862-3870, May.

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