Evaluations of some Exponentially Weighted Moving Average methods
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Publication:3591885
DOI10.1080/0266476032000107141zbMATH Open1117.62505OpenAlexW1983471807MaRDI QIDQ3591885FDOQ3591885
Authors: Christian Sonesson 
Publication date: 11 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2077/24442
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- scientific article; zbMATH DE number 1107635
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)
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Cited In (20)
- Design of acceptance sampling plan using a modified EWMA statistic
- Feedback quality adjustment with Bayesian state‐space models
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
- On the exponentially weighted moving variance
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Surveillance Strategies for Detecting Changepoint in Incidence Rate Based on Exponentially Weighted Moving Average Methods
- Author's Response
- Modeling influenza incidence for the purpose of on-line monitoring
- Optimal exponentially weighted moving average (EWMA) plans for detecting seasonal epidemics when faced with non-homogeneous negative binomial counts
- Properties and Use of the Shewhart Method and Its Followers
- The STRAND chart: a survival time control chart
- A Simple Risk-Adjusted Exponentially Weighted Moving Average
- The Impact of Intensity in Surveillance of Cyclical Processes
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Sequential monitoring of minimum variance portfolio
- Some statistical aspects of methods for detection of turning points in business cycles
- Performance comparison of some likelihood ratio-based statistical surveillance methods
- Likelihood-based EWMA charts for monitoring Poisson count data with time-varying sample sizes
- Statistical Surveillance. Optimality and Methods
- Evaluation of multivariate surveillance
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