Variance Charts for Time Series: A Comparison Study
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Publication:2787304
DOI10.1007/978-3-319-12355-4_6zbMath1331.62501MaRDI QIDQ2787304
Wolfgang Schmid, Taras Lazariv
Publication date: 25 February 2016
Published in: Frontiers in Statistical Quality Control 11 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-12355-4_6
time series; control charts; statistical process control; generalized likelihood ratio; CUSUM charts; sequential detection; SPRT; Shiryaev-Roberts procedures; EWMA charts; variance charts
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
62L10: Sequential statistical analysis