Monitoring changes in exponential family models: a two-sided Bayesian decision approach

DOI10.1080/10629360600664633MaRDI QIDQ5438712zbMATH OpenOpenAlexFDO

Authors

Publication date 28 January 2008

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360600664633

zbMATH Keywords

dynamic models

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• scientific article; zbMATH DE number 847277 (Why is no real title available?)
• A Bayesian Approach to Short-term Forecasting
• Bayes Factors
• Bayesian forecasting and dynamic models.
• Monitoring Residual Autocorrelations in Dynamic Linear Models
• Statistical process control and model monitoring

Cited in

(2)

• Monitoring exponential data using two-sided control charts with runs rules
• Bayesian monitoring of local residual autocorrelations taking into account the run-length

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