Some properties of the EWMA control chart in the presence of autocorrelation
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Publication:1364750
DOI10.1214/aos/1069362748zbMath0907.62115MaRDI QIDQ1364750
Wolfgang Schmid, Alexander Schöne
Publication date: 28 September 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362748
Gaussian process; autocorrelation; statistical process control; EWMA control chart; average run length
60E15: Inequalities; stochastic orderings
62P30: Applications of statistics in engineering and industry; control charts
60G10: Stationary stochastic processes
62L10: Sequential statistical analysis
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