Some properties of the EWMA control chart in the presence of autocorrelation

DOI10.1214/aos/1069362748zbMath0907.62115OpenAlexW1993679351MaRDI QIDQ1364750

Alexander Schöne, Wolfgang Schmid

Publication date: 28 September 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362748

zbMATH Keywords

Gaussian processautocorrelationstatistical process controlEWMA control chartaverage run length

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics in engineering and industry; control charts (62P30) Stationary stochastic processes (60G10) Sequential statistical analysis (62L10)

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