Garthoff, Robert; Okhrin, Iryna; Schmid, Wolfgang - In: AStA Advances in Statistical Analysis 98 (2014) 3, pp. 225-255
The purpose of this paper is to jointly monitor the mean vector and the covariance matrix of multivariate nonlinear times series. The underlying target process is assumed to be a constant conditional correlation process Bollerslev (Rev Econ Stat 72:498–505, <CitationRef CitationID="CR5">1990</CitationRef>) or a dynamic conditional...</citationref>
