Pages that link to "Item:Q1360292"
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The following pages link to CUSUM control schemes for Gaussian processes (Q1360292):
Displayed 18 items.
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- On control charts for monitoring the variance of a time series (Q394567) (← links)
- CUSUM charts for monitoring the mean of a multivariate Gaussian process (Q630935) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
- On the run length of the EWMA scheme: A monotonicity result for normal variables (Q1297585) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200) (← links)
- Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887) (← links)
- Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process (Q3645017) (← links)
- Control charts for time series (Q4378947) (← links)
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes (Q4439627) (← links)
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- Control charts for measurement error models (Q6120615) (← links)
- Control charts for high-dimensional time series with estimated in-control parameters (Q6186408) (← links)