Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process

DOI10.1080/03610920902947238MaRDI QIDQ3645017zbMATH OpenOpenAlexWikidataFDO

Authors Sven Knoth, Manuel Cabral Morais, A. Pacheco, Wolfgang Schmid

Publication date 16 November 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920902947238

zbMATH Keywords

tablestime seriesstatistical process controlmisleading signalssimultaneous schemes

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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Cites work

• scientific article; zbMATH DE number 1461443 (Why is no real title available?)
• An approach to the probability distribution of cusum run length
• Average run lengths for cusum control charts applied to residuals
• CUSUM control schemes for Gaussian processes
• Monitoring the mean and the variance of a stationary process
• On the performance of combinedEWMAschemes forμandσ: a markovian approach
• On the run length of a Shewhart chart for correlated data
• The influence of parameter estimation on the ARL of Shewhart type charts for time series
• Variable sampling intervals for multiparameter shewhart charts

Cited in

(7)

• Strategies to Reduce the Probability of a Misleading Signal
• Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes
• On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output
• On valid signals in joint schemes for the process mean and variance
• On ARL-unbiased c-charts for INAR(1) Poisson counts
• Misleading signals in simultaneous schemes for the mean vector and covariance matrix of a bivariate process
• On the impact of falsely assuming i.i.d. output in the probability of misleading signals

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