Autocorrelated multivariate process control in the case of geometric brownian motion process /

Autocorrelated multivariate process control in the case of geometric brownian motion process /

Bibliographic Details
Main Authors:	Lee, Siaw Li, 1987-, author 527831, Ismail Mohamad, supervisor 570319, Maman Abdurachman Djauhari, supervisor 499171, Fakulti Sains 8004
Format:	text
Language:	eng
Published:	Johor Bahru, Johor : Universiti Teknologi Malaysia, 2016

Similar Items

Multivariate process variability monitoring for general sample size /
by: Revathi Sagadavan, 1986-, author 530660, et al.
Published: (2016)

Multivariate process variability monitoring for general sample size /
by: Revathi Sagadavan, 1986-, author 530660, et al.
Published: (2016)

Geometric brownian motion approaches for modeling daily maximum electricity load demand in Peninsular Malaysia /
by: Zunna'aim Zolkepley, 1989- author, et al.
Published: (2014)

Cocoa powder production process quality control using multivariate approach /
by: Lee, Siaw Li, 1987-, et al.
Published: (2012)

Cocoa powder production process quality control using multivariate approach [electronic resource] /
by: Lee, Siaw Li, 1987-, et al.
Published: (2012)

A similarity of multivariate time series in stocks network analysis /
by: Gan, Siew Lee, 1987-, author 527734, et al.
Published: (2016)

A similarity of multivariate time series in stocks network analysis [electronic resource] /
by: Gan, Siew Lee, 1987-, author 527734, et al.
Published: (2016)

Effective vector variance in modeling Malaysia highway traffic network /
by: Norhaidah Mohd. Asrah, 1978-, author 639219, et al.
Published: (2019)

Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach
by: Salleh, R. M., et al.
Published: (2018)

Geometric Brownian Motion-Based Time Series Modeling Methodology for Statistical Autocorrelated Process Control: Logarithmic Return Model
by: Siaw Li Lee, et al.
Published: (2022-01-01)

A similarity measure among multivariate time series for currency network /
by: Mansooreh Kazemilari, 1981-, et al.
Published: (2015)

Monitoring the variability of petrochemical za fertilizer production process based on subgroup observations /
by: Khasmanizan Mohamad Yusoff, author, et al.
Published: (2011)

On Capability Indices for Multivariate Autocorrelated Processes
by: Sueli Aparecida Mingoti, et al.
Published: (2011-12-01)

A geometric brownian motion for commodity prices /
by: 492921 Hee, Jie Yuan, et al.
Published: (2009)

On the reliability of Shewhart-type control charts for multivariate process variability
by: Djauhari, Maman Abdurrachman, et al.
Published: (2016)

Entropy corrected geometric Brownian motion
by: Rishabh Gupta, et al.
Published: (2024-11-01)

Modelling of oil price fluctuation with brownian motion /
by: Siti Fatimah Anas, 1991-, author 642338, et al.
Published: (2020)

Multivariate process variability monitoring/
by: 511511 Djauhari, Maman A., et al.

Comparison of geometric brownian motion and the box jenkins method (arima model) in forecasting crude palm oil prices /
by: Noor Zulaikha Ab Wahab, 1991-, et al.
Published: (2014)

Efficient estimators for geometric fractional brownian motion perturbed by fractional Ornstein-Uhlenbeck process
by: Alhagyan, Mohammed, et al.
Published: (2020)

Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion
by: Vasile Brătian, et al.
Published: (2021-11-01)

Optimization process parameter in 23 and 27 experimental data using Taguchi method /
by: Kho, Pui Kim 1987- 492171, et al.
Published: (2010)

Multivariate time series similarity-based complex network in stocks market analysis: case of NYSE during global crisis 2008
by: Djauhari, Maman Abdurachman, et al.
Published: (2015)

Network topology of stocks market /
by: Gan, Siew Lee, 1987-, et al.
Published: (2012)

Fake Geometric Brownian Motion And Its Option Pricing
by: Xu, X
Published: (2011)

Numerical Stabilities of Vasicek and Geometric Brownian Motion Models
by: O. C. Badibi, et al.
Published: (2023-01-01)

A robust estimation method of location and scale with application in monitoring process variability /
by: Rohayu Mohd. Salleh, 1978-, et al.
Published: (2013)

Lectures from Markov processes to Brownian motion /
by: 183874 Chung, Kai Lai
Published: (1982)

Geometric fractional Brownian motion perturbed by fractional Ornstein-Uhlenbeck process and application on KLCI option pricing
by: Alhagyan, Mohammed, et al.
Published: (2016)

Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier
by: Oketunji, A
Published: (2024)

Geometric fractional Brownian motion model for commodity market simulation
by: Ibrahim, Siti Nur Iqmal, et al.
Published: (2021)

Geometric Fractional Brownian Motion Model for Commodity Market Simulation
by: Ibrahim, Siti Nur Iqmal, et al.
Published: (2021)

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing
by: Viktor Stojkoski, et al.
Published: (2020-12-01)

On the Cumulants of the First Passage Time of the Inhomogeneous Geometric Brownian Motion
by: Elvira Di Nardo, et al.
Published: (2021-04-01)

Geometric fractional Brownian motion model for commodity market simulation
by: Siti Nur Iqmal Ibrahim, et al.
Published: (2021-02-01)

A new statistic to the theory of correlation stability testing in financial market /
by: Shamshuritawati Sharif, 1977-, et al.
Published: (2013)

Brownian motion : a graduate course in stochastic processes
Published: (2003)

The extremal point process of branching brownian motion in Rd
by: Berestycki, J, et al.
Published: (2024)

QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
by: A.E.Kobryn, et al.
Published: (2003-01-01)

Probability distribution model for mean lifetime of Malaysians /
by: Kaladevi Kaliannan, 1988-, et al.
Published: (2012)