Abstract The ability to test for statistical causality in linear and nonlinear contexts, stationary or non-stationary settings, identify whether influences trend of volatility forms a particularly important class problems explore multi-modal multivariate processes. In this paper, we develop novel testing frameworks general classes time series models. Our framework accommodates flexible features...

abstract profile monitoring in statistical quality control has attracted attention of many researchers recently. a profile is a function between response variables and one or more independent variables. there have been only a limited number of researches on monitoring multivariate profiles. indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical process...