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Sequential Analysis
Design Methods and Applications
Volume 28, 2009 - Issue 3
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Original Articles

Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

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Pages 381-385 | Received 27 Feb 2009, Accepted 21 Mar 2009, Published online: 29 Jul 2009

REFERENCES

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  • Lam , K. and Yam , H. C. ( 1997 ). Cusum Techniques for Technical Trading in Financial Markets , Asia-Pacific Financial Markets 4 : 257 – 274 .
  • Okhrin , Y. and Schmid , W. ( 2007a ). Surveillance of Univariate and Multivariate Linear Time Series , in Financial Surveillance , M. Frisén , ed., pp. 115 – 152 , Chichester : Wiley .
  • Okhrin , Y. and Schmid , W. ( 2007b ). Surveillance of Univariate and Multivariate Nonlinear Time Series , in Financial Surveillance , M. Frisén , ed., pp. 153 – 178 , Chichester : Wiley .
  • Sego , L. H. ( 2006 ). Applications of Control Charts in Medicine and Epidemiology, PhD dissertation , Virginia Polytechnic Institute and State University .
  • Severin , T. and Schmid , W. ( 1997 ). Zur Anwendung der Statistischen Prozesskontrolle in der Wertpapieranalyse , Solutions 1 : 71 – 81 .
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  • Woodall , W. H. ( 2006 ). The Use of Control Charts in Health-Care Monitoring and Public-Health Surveillance , Journal of Quality Technology 38 : 89 – 134 .
  • Yashchin , E. , Steinand , D. , and Philips , T. ( 1997 ). Monitoring Active Portfolios Using Statistical Process Control , in Computational Approaches to Economic Problems , H. Amman , B. Rustem , and A. Whinston , eds., pp. 193 – 205 , Dordrecht : Kluwer .
  • Recommended by Nitis Mukhopadhyay

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