Optimal Surveillance Based on Exponentially Weighted Moving Averages
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Publication:3423604
DOI10.1080/07474940600934821zbMATH Open1104.62094OpenAlexW2002904837MaRDI QIDQ3423604FDOQ3423604
Authors: Marianne Frisén, Christian Sonesson 
Publication date: 14 February 2007
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2077/19398
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Cited In (18)
- New characteristics for portfolio surveillance
- Title not available (Why is that?)
- Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
- Sufficient reduction in multivariate surveillance
- Surveillance Strategies for Detecting Changepoint in Incidence Rate Based on Exponentially Weighted Moving Average Methods
- SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS
- A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev
- Evaluations of some Exponentially Weighted Moving Average methods
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Multivariate outbreak detection
- Quality surveillance with EWMA control charts based on exact control limits
- Performance comparison of some likelihood ratio-based statistical surveillance methods
- Weighted moving averages: an efficient plan for monitoring specific location shifts
- Likelihood-based EWMA charts for monitoring Poisson count data with time-varying sample sizes
- Statistical Surveillance. Optimality and Methods
- Evaluation of multivariate surveillance
- Effect of Dependency in Systems for Multivariate Surveillance
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