ARLs of control charts when the underlying model is GJR-GARCH(1,1) with the specified parameters, where no additive outliers are present.
收藏NIAID Data Ecosystem2026-05-01 收录
数据链接:
官方服务:
资源简介:
“HSVR” and “GARCH” denotes that the chart is constructed using residuals obtained from fitting HSVR and GARCH(1,1) models, respectively.
创建时间:
2024-02-23



