On the average delay of control schemes

MaRDI QIDQ4217118zbMATH OpenFDO

Authors H. G. Kramer, Wolfgang Schmid

Publication date 3 November 1998

zbMATH Keywords

average delaychange point modelcontrol chartssimulationstime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05)

Recommendations

• scientific article; zbMATH DE number 1107635
• On control charts for monitoring the variance of a time series
• EVVMA and cusum control charts in the presence of correlation
• On average run lengths of control charts for autocorrelated processes

Cited in

(7)

• On the run length of the EWMA scheme: A monotonicity result for normal variables
• Nonparametric monitoring of financial time series by jump-preserving control charts
• Average stopping times and their applications in process control
• Simulating Average Delay–Variance Reduction by Conditioning
• On control charts for monitoring the variance of a time series
• A task model to reduce control delays
• EWMA charts for monitoring the mean and the autocovariances of stationary processes

This page was built for publication: On the average delay of control schemes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4217118)