EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes:
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Bibliographic Details
Main Authors: Rosołowski, Maciej 1974- (Author), Schmid, Wolfgang 1956- (Author)
Format: Book
Language:English
Published: Frankfurt (Oder) Europa-Univ. Viadrina 2008
Series:Capital Markets and Finance in the Enlarged Europe 2008,2
Physical Description:S. 257 - 285 graph. Darst.