On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data

DOI10.1080/03610910903147771zbMath1186.62141OpenAlexW2089462687MaRDI QIDQ3652727

José Mondéjar, Manuel Vargas, José Luis Alfaro

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903147771

zbMATH Keywords

state-space modelstatistical process controlaverage run lengthmultivariate control chart

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Control/observation systems involving computers (process control, etc.) (93C83)

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Cites Work

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• On SPC for Short Run Autocorrelated Data
• AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES

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