Recent publications

  1. Harris, K., Triantafyllopoulos, K. and Stillman, E.S. (2016) A multivariate control chart for autocorrelated tool wear processes. Quality and Reliability Engineering International (to appear). 
  2. Triantafyllopoulos, K. and Bersimis, S. (2015) Phase II control charts for autocorrelated processes. Quality Technology and Quantitative Management, 13, 88-108. 
  3. Triantafyllopoulos, K. (2012) Multivariate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis, 33, 48-60. 
  4. Triantafyllopoulos, K. (2011) Real-time covariance estimation for the local level model. Journal of Time Series Analysis, 32, 93-107. 
  5. Triantafyllopoulos, K. and Montana, G. (2011) Dynamic modelling of mean reverted spreads for statistical arbitrage. Computational Management Science, 8, 23-49. 
© Kostas Triantafyllopoulos 2016