EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
DOI10.1081/SQA-120034109zbMATH Open1146.62361MaRDI QIDQ3155687FDOQ3155687
Authors: Allan Gut, J. G. Steinebach 
Publication date: 18 January 2005
Published in: Sequential Analysis (Search for Journal in Brave)
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- scientific article; zbMATH DE number 1916873
Wiener processstopping timestrong approximationfirst passage timechange-pointrenewal counting processsequential testsextreme value asymptoticsincrements
Applications of statistics in engineering and industry; control charts (62P30) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Optimal stopping in statistics (62L15)
Cites Work
- Extremes and related properties of random sequences and processes
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- On the run length of a Shewhart chart for correlated data
- Limit Theorems for the Maximum Term in Stationary Sequences
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- On the run length of the EWMA scheme: A monotonicity result for normal variables
- Some properties of the EWMA control chart in the presence of autocorrelation
Cited In (1)
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