In this paper,the AR type residual chart,which combines AR model and residual chart,is proposed to solve the problem of autocorrelation in processes,and the ARCH type control charts,which construct the control chart's control lines with the conditional standard variance of sample process rather than with the unconditional standard variance,are proposed to solve the problem of volatility clustering in processes.An empirical study on the application of the control charts to monitoring the series of stock's we...
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