Applied Quantitativ Finance Home Page  
 
11 Statistical Process Control
11.1 Control Charts
11.2 Chart characteristics
11.2.1 Average Run Length and Critical Values
11.2.2 Average Delay
11.2.3 Probability Mass and Cumulative Distribution Function
11.3 Comparison with existing methods
11.4 Real data example - monitoring CAPM
Bibliography

 
  electronic books