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- 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.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- 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.
- 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.
- 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.
- 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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