ARLs of the OCC-based, CUSUM, and EWMA control charts when the underlying model is GJR-GARCH(1,1) with the specified parameters, where the dataset is contaminated with a <i>Z</i><sub>1,2</sub>-distributed noise.
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ARLs of the OCC-based, CUSUM, and EWMA control charts when the underlying model is GJR-GARCH(1,1) with the specified parameters, where the dataset is contaminated with a Z1,2-distributed noise.
创建时间：
2024-02-23
