AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES
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Publication:4787608
DOI10.1081/SAC-100105086zbMath1008.62724MaRDI QIDQ4787608
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Publication date: 8 January 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
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Uses Software
Cites Work
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- Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
- A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
- A Statistical Control Chart for Stationary Process Data
- An approach to the probability distribution of cusum run length