The Effect of Parameter Estimation on Phase II Control Chart Performance in Monitoring Financial GARCH Processes With Contaminated Data

Doroudyan | Owlia | Amirhossein Amiri | Sadeghi

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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 :

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