Monitoring Variability and Analyzing Multivariate Autocorrelated Processes
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Publication:3604106
DOI10.1080/02664760701231849zbMath1157.62078MaRDI QIDQ3604106
Publication date: 24 February 2009
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760701231849
VAR; SPC; diagnosing types of parameter shift; quality control for multivariate and serially correlated processes; variability shift; vector autoregressive residuals
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts