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

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Allan Gut / rank
 
Normal rank
Property / author
 
Property / author: Josef G. Steinebach / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit Theorems for the Maximum Term in Stationary Sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Truncated Sequential Change‐point Detection based on Renewal Counting Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for changes in the mean or variance of a stochastic process under weak invariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes and related properties of random sequences and processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the run length of a Shewhart chart for correlated data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the EWMA control chart in the presence of autocorrelation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the run length of the EWMA scheme: A monotonicity result for normal variables / rank
 
Normal rank

Latest revision as of 16:35, 7 June 2024

scientific article
Language Label Description Also known as
English
EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
scientific article

    Statements

    EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process (English)
    0 references
    18 January 2005
    0 references
    change-point
    0 references
    extreme value asymptotics
    0 references
    first passage time
    0 references
    increments
    0 references
    renewal counting process
    0 references
    sequential tests
    0 references
    stopping time
    0 references
    strong approximation
    0 references
    Wiener process
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references