Evaluations of likelihood based surveillance of volatility
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References listed on IDEAS
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Cited by:
- Schiöler, Linus, 2009. "Explorative analysis of spatial patterns of influenza incidences in Sweden 1999—2008," Research Reports 2008:5, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- 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.
- Andersson, Eva, 2008. "Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm," Research Reports 2008:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
- 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.
- 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.
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More about this item
Keywords
surveillance; statistical process control; monitoring; likelihood ratio; Shewhart; CUSUM;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-12-19 (Econometrics)
Statistics
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