A Bayesian ARMA-GARCH EWMA monitoring scheme for long run: A case study on monitoring the USD/ZAR exchange rate - Ecole Centrale de Nantes Accéder directement au contenu
Article Dans Une Revue Quality Engineering Année : 2023

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hal-04630045 , version 1 (01-07-2024)

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Mxengeni Shingwenyana, Jean-Claude Malela-Majika, Philippe Castagliola, Schalk Human. A Bayesian ARMA-GARCH EWMA monitoring scheme for long run: A case study on monitoring the USD/ZAR exchange rate. Quality Engineering, 2023, 36 (3), pp.471-486. ⟨10.1080/08982112.2023.2234458⟩. ⟨hal-04630045⟩
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