Adaptive CUSUM procedures with Markovian mean estimation

DOI10.1016/j.csda.2008.02.024zbMath1452.62982MaRDI QIDQ1023782

Wei Jiang, Lianjie Shu, Zhang Wu

Publication date: 16 June 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.2008.02.024

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

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

62L10: Sequential statistical analysis

62L15: Optimal stopping in statistics

Related Items

CUSUM Procedures for Monitoring Process Mean and Variability, New adaptive CUSUM charts for process mean, Optimal CUSUM and adaptive CUSUM charts with auxiliary information for process mean, Enhanced adaptive CUSUM charts for process mean, A new adaptive EWMA control chart using auxiliary information for monitoring the process mean, A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts, Adaptive R charts with variable parameters, Optimization designs of the combined Shewhart-CUSUM control charts, An EWMA chart for monitoring the process standard deviation when parameters are estimated, Adaptive CUSUM control chart with variable sampling intervals, A control chart based on likelihood ratio test for detecting patterned mean and variance shifts, A multivariate control chart for simultaneously monitoring process mean and variability, An adaptive multivariate CUSUM control chart for signaling a range of location shifts

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