Conditional maximum likelihood estimation for control charts in the presence of correlation
zbMATH Open1272.62062MaRDI QIDQ367496FDOQ367496
Shuo-Jye Wu, Tzong-Ru Tsai, Yi-Chen Chiang
Publication date: 16 September 2013
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
maximum-likelihood estimationautoregressive moving average modelexponentially weighted moving average control chartsfirst-order autoregressive modelShewhart control chart
Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cited In (2)
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