EWMA control charts for detecting changes in the mean of a long-memory process (Q263901): Difference between revisions

@@ Property / DOI @@
-.1007/s00184-015-0555-7
@@ Property / DOI: 10.1007/s00184-015-0555-7 / rank @@
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+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
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+P30
@@ Property / Mathematics Subject Classification ID: 62P30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6563165
@@ Property / zbMATH DE Number: 6563165 / rank @@
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@@ Property / zbMATH Keywords @@
+statistical process control
@@ Property / zbMATH Keywords: statistical process control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+EWMA control chart
@@ Property / zbMATH Keywords: EWMA control chart / rank @@
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@@ Property / zbMATH Keywords @@
+long-memory process
@@ Property / zbMATH Keywords: long-memory process / rank @@
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@@ Property / zbMATH Keywords @@
+ARFIMA process
@@ Property / zbMATH Keywords: ARFIMA process / rank @@
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+fracdiff
@@ Property / describes a project that uses: fracdiff / rank @@
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@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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+Long-Memory Processes
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+Time series: theory and methods
@@ Property / cites work: Time series: theory and methods / rank @@
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@@ Property / cites work @@
+An approach to the probability distribution of cusum run length
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@@ Property / cites work @@
+A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
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@@ Property / cites work @@
+Financial Surveillance
@@ Property / cites work: Financial Surveillance / rank @@
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@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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@@ Property / cites work @@
+Q4648981
@@ Property / cites work: Q4648981 / rank @@
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@@ Property / cites work @@
+Sequential analysis applied to autoregression processes
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@@ Property / cites work @@
+Long‐Memory Time Series
@@ Property / cites work: Long‐Memory Time Series / rank @@
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@@ Property / cites work @@
+On the run length of a Shewhart chart for correlated data
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@@ Property / cites work @@
+Q4373571
@@ Property / cites work: Q4373571 / rank @@
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@@ Property / cites work @@
+CUSUM control schemes for Gaussian processes
@@ Property / cites work: CUSUM control schemes for Gaussian processes / rank @@
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+Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
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@@ Property / cites work @@
+Performance of CUSUM Control Schemes for Serially Correlated Observations
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@@ Property / DOI @@
+.1007/S00184-015-0555-7
@@ Property / DOI: 10.1007/S00184-015-0555-7 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:263901