Detection and estimation of abrupt changes in the variability of a process
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Publication:1606091
DOI10.1016/S0167-9473(01)00108-6zbMath0990.62095MaRDI QIDQ1606091
Douglas M. Hawkins, Stergios B. Fotopoulos, Venkata K. Jandhyala
Publication date: 31 July 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
62F03: Parametric hypothesis testing
62P30: Applications of statistics in engineering and industry; control charts
Related Items
APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS, Change-Point Detection for Variance Piecewise Constant Models, Change Point Detection in The Skew-Normal Model Parameters, Off-line testing for a changed segment in the sample variance, A note on Bayesian identification of change points in data sequences, New EWMA control charts for monitoring process dispersion, BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA
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