Shahed University
The Effect of Parameter Estimation on Phase II Control Chart Performance in Monitoring Financial GARCH Processes With Contaminated Data
Doroudyan | Owlia | Amirhossein Amiri | Sadeghi
URL :
http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=43817
Date :
2017/02/15
Publish in :
Journal of Industrial and Systems Engineering
Link :
http://www.jise.ir/article_41762.html
Keywords :
Parameter, Chart, Financial, GARCH, Processes
Abstract :
Authors' Home page
Amirhossein Amiri