Model diagnostic procedures for copula-based Markov chain models for statistical process control

DOI10.1080/03610918.2019.1602647zbMath1497.62354OpenAlexW2942505090WikidataQ127945771 ScholiaQ127945771MaRDI QIDQ5082704

Xin-Wei Huang, Takeshi Emura

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1602647

zbMATH Keywords

time seriescopulasMarkov chaingoodness-of-fit testsstatistical process controlserial dependencecontrol chart

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics in engineering and industry; control charts (62P30) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items

Unnamed Item, Estimation under copula-based Markov normal mixture models for serially correlated data, Goodness-of-fit test of copula functions for semi-parametric univariate time series models, A copula-based Markov chain model for serially dependent event times with a dependent terminal event

Uses Software

• compound.Cox
• surrosurv
• Copula.Markov

Cites Work

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