EWMA control charts for detecting changes in the mean of a long-memory process

DOI10.1007/s00184-015-0555-7zbMath1349.62590MaRDI QIDQ263901

F. Blanchet-Sadri, M. Dambrine

Publication date: 5 April 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0555-7

zbMATH Keywords

long-memory process; statistical process control; ARFIMA process; EWMA control chart

Mathematics Subject Classification ID

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

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

Uses Software

• longmemo
• fracdiff