Detection and estimation of abrupt changes in the variability of a process

DOI10.1016/S0167-9473(01)00108-6zbMath0990.62095MaRDI QIDQ1606091

Douglas M. Hawkins, Venkata K. Jandhyala, Stergios B. Fotopoulos

Publication date: 31 July 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

estimation; likelihood ratio test; quality improvement; change-point

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62P30: Applications of statistics in engineering and industry; control charts

Related Items

APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS, Change-Point Detection for Variance Piecewise Constant Models, Change Point Detection in The Skew-Normal Model Parameters, Computation of the run-length percentiles of CUSUM control charts under changes in variances, Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms, Off-line testing for a changed segment in the sample variance, Fourier methods for analyzing piecewise constant volatilities, Sequential changepoint detection in neural networks with checkpoints, A note on Bayesian identification of change points in data sequences, New EWMA control charts for monitoring process dispersion, BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA

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