Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process
DOI10.1080/03610920902947238zbMATH Open1175.62125OpenAlexW1990653548WikidataQ59323854 ScholiaQ59323854MaRDI QIDQ3645017FDOQ3645017
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
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Cites Work
- CUSUM control schemes for Gaussian processes
- On the run length of a Shewhart chart for correlated data
- An approach to the probability distribution of cusum run length
- Title not available (Why is that?)
- On the performance of combinedEWMAschemes forμandσ: a markovian approach
- The influence of parameter estimation on the ARL of Shewhart type charts for time series
- Variable sampling intervals for multiparameter shewhart charts
- Average run lengths for cusum control charts applied to residuals
- Monitoring the mean and the variance of a stationary process
Cited In (7)
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- 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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