EWMA control charts for detecting changes in the mean of a long-memory process
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Publication:263901
DOI10.1007/s00184-015-0555-7zbMath1349.62590OpenAlexW1110068183MaRDI 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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)
Related Items (5)
Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model ⋮ Moving average EWMA chart for the Weibull distribution ⋮ Control charts for measurement error models ⋮ Unnamed Item ⋮ Unnamed Item
Uses Software
Cites Work
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