Guaranteed conditional ARL performance in the presence of autocorrelation
DOI10.1016/j.csda.2018.07.013zbMath1469.62161OpenAlexW2886973048MaRDI QIDQ1796969
Detlef Steuer, Carsten Jentsch, Christian H. Weiß, Murat Caner Testik
Publication date: 17 October 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.07.013
control chartsstatistical process controlaverage run lengthphase Iautoregressive bootstrapguaranteed conditional performance
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09)
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