On-line control procedures for integrated moving average process of order one

DOI10.1080/03610929908832392MaRDI QIDQ4269507zbMATH OpenOpenAlexFDO

Authors Muni S. Srivastava

Publication date 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832392

zbMATH Keywords

average adjustment intervalaverage cost ratemean squared deviationoptimum control limitrobustness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A second order approximation to taguchps online control procedure
• Computing optimal adjustment schemes for the general tool-wear problem
• Economical process adjustment with sampling interval
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 1218909 (Why is no real title available?)
• scientific article; zbMATH DE number 1145164 (Why is no real title available?)
• Moments of Randomly Stopped Sums
• On Moment Generating Functions and Renewal Theory
• Optimal Adjustment in the Presence of Deterministic Process Drift and Random Adjustment Error
• Selection of Sampling Interval and Action Limit for Discrete Feedback Adjustment
• Sequential analysis. Tests and confidence intervals

Cited in

(5)

• Economical process adjustment with sampling interval
• On Sampling from an IMA (0, 1, 1) Process
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• An algorithm for the properties of the integrated process control with bounded adjustments and EWMA monitoring
• A minimum asymptotic mean squared error controller for an IMA(1,1) noise process with a starting offset, and its resetting design

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