Variance Charts for Time Series: A Comparison Study
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Publication:2787304
DOI10.1007/978-3-319-12355-4_6zbMath1331.62501OpenAlexW829064412MaRDI QIDQ2787304
Taras Lazariv, Wolfgang Schmid
Publication date: 25 February 2016
Published in: Frontiers in Statistical Quality Control 11 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-12355-4_6
time seriescontrol chartsstatistical process controlgeneralized likelihood ratioCUSUM chartssequential detectionSPRTShiryaev-Roberts proceduresEWMA chartsvariance charts
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
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Cites Work
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