Zaki, Abeer A.; Saleh, Nesma A.; Mahmoud, Mahmoud A. - In: Review of economics and political science : REPS 6 (2021) 4, pp. 311-327
' anomalies; as compared to the fixed window approach. While the EWMA chart performance is either indifferent or worse, based on … the updating technique, as compared to the fixed window approach. Generally, the EWMA chart performs uniformly better than … DCSBM, with sufficiently small to moderate fixed window size to estimate the unknown model parameters. Originality …