EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (Q3155687): Difference between revisions

@@ Property / author @@
-Allan Gut
@@ Property / author: Allan Gut / rank @@
-Normal rank
@@ Property / author @@
-Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
-Normal rank
@@ Property / author @@
+Allan Gut
@@ Property / author: Allan Gut / rank @@
+Normal rank
@@ Property / author @@
+Josef G. Steinebach
@@ Property / author: Josef G. Steinebach / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Limit Theorems for the Maximum Term in Stationary Sequences
+Normal rank
@@ Property / cites work @@
+Truncated Sequential Change‐point Detection based on Renewal Counting Processes
+Normal rank
@@ Property / cites work @@
+Testing for changes in the mean or variance of a stochastic process under weak invariance
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+On the run length of a Shewhart chart for correlated data
+Normal rank
@@ Property / cites work @@
+Some properties of the EWMA control chart in the presence of autocorrelation
+Normal rank
@@ Property / cites work @@
+On the run length of the EWMA scheme: A monotonicity result for normal variables
+Normal rank