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Mathematical Modelling and Data Analysis

Department 8.4

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Title: CUSUM control schemes for monitoring the covariance matrix of multivariate time series
Author(s): O. Bodnar and W. Schmid
Journal: Statistics
Year: 2016
Volume: 51
Issue: 4
Pages: 722--744
DOI: 10.1080/02331888.2016.1268616
Tags: 8.4,8.42

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