Conditional maximum likelihood estimation for control charts in the presence of correlation

zbMATH Open1272.62062MaRDI QIDQ367496FDOQ367496

Authors: Tzong-Ru Tsai, Yi-Chen Chiang, Shuo-Jye Wu 

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

maximum-likelihood estimationautoregressive moving average modelexponentially weighted moving average control chartsfirst-order autoregressive modelShewhart control chart

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (5)

• An enhanced design of nonparametric modified EWMA sign control chart using repetitive sampling
• On the estimation of serial correlation in Markov-dependent production processes
• Alternative estimation procedure in SPC when the process data are correlated
• Robustness of measures of common cause sigma in presence of data correlation
• Guaranteed conditional ARL performance in the presence of autocorrelation

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