Ewma charts for multivariate time series
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Publication:4346000
DOI10.1080/07474949708836378zbMath0883.62113MaRDI QIDQ4346000
Publication date: 23 March 1998
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949708836378
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
65C05: Monte Carlo methods
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Cites Work
- Time series: theory and methods.
- A note on the joint distribution of correlated quadratic forms
- On the run length of a Shewhart chart for correlated data
- Multivariate CUSUM Quality-Control Procedures
- Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
- Sequential Estimation of Expectations in the Presence of Trend2
- Control Charts in the Presence of Data Correlation
- A Multivariate Exponentially Weighted Moving Average Control Chart
- Multivariate control charts based on loss functions
- Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
- Elements of multivariate time series analysis