The quality control chart for monitoring multivariate autocorrelated processes

DOI10.1016/j.csda.2006.01.020zbMath1161.62457MaRDI QIDQ1020024

Xia Pan, Jeffrey Jarrett

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.01.020

zbMATH Keywords

multivariate autocorrelated processes; quality control and improvement; VAR control charts

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P30: Applications of statistics in engineering and industry; control charts