Optimal Surveillance Based on Exponentially Weighted Moving Averages
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Publication:3423604
DOI10.1080/07474940600934821zbMath1104.62094OpenAlexW2002904837MaRDI QIDQ3423604
Christian Sonesson, Marianne Frisén
Publication date: 14 February 2007
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2077/19398
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Minimax procedures in statistical decision theory (62C20) Sequential statistical methods (62L99) Optimal stopping in statistics (62L15)
Related Items (12)
Evaluation of multivariate surveillance ⋮ Multivariate outbreak detection ⋮ Performance comparison of some likelihood ratio-based statistical surveillance methods ⋮ A control chart based on likelihood ratio test for detecting patterned mean and variance shifts ⋮ New characteristics for portfolio surveillance ⋮ Sufficient Reduction in Multivariate Surveillance ⋮ Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes ⋮ Quality surveillance with EWMA control charts based on exact control limits ⋮ Effect of Dependency in Systems for Multivariate Surveillance ⋮ Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev ⋮ Optimal Sequential Surveillance for Finance, Public Health, and Other Areas ⋮ SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS
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