A Robust Control Chart for Monitoring the Mean of an Autocorrelated Process

DOI10.1080/03610918.2013.833229zbMath1320.62227OpenAlexW2026439123MaRDI QIDQ2943793

Burcu Aytacoglu, Hakan Savaş Sazak

Publication date: 4 September 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.833229

zbMATH Keywords

robustnessquality controlprocess controlaverage run lengthmodified likelihoodautocorrelated dataresidual chart

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• On the run length of a Shewhart chart for correlated data
• Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
• Time Series Models in Non-Normal Situations: Symmetric Innovations
• The effect of Phase I sample size on the run length performance of control charts for autocorrelated data
• ARL Performance of the Tukey's Control Chart
• THE MEDIAN ABSOLUTE DEVIATIONS AND THEIR APPLICATIONS TO SHEWHART CONTROL CHARTS
• Distribution-Free Quality Control Charts Based on Signed-Rank-Like Statistics
• Robust Statistics

This page was built for publication: A Robust Control Chart for Monitoring the Mean of an Autocorrelated Process