Monitoring Residual Autocorrelations in Dynamic Linear Models

DOI10.1081/SAC-120023879zbMATH Open1100.62599MaRDI QIDQ4431291FDOQ4431291

Authors: Pilar Gargallo, Manuel Salvador 

Publication date: 19 October 2003

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

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• Bayesian monitoring of local residual autocorrelations taking into account the run-length
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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Bayesian forecasting and dynamic models.
• Title not available (Why is that?)
• Statistical process control and model monitoring
• Automatic monitoring and intervention in multivariate dynamic linear models
• Monitoring and Adaptation in Bayesian Forecasting Models

Cited In (7)

• Automatic monitoring and intervention in multivariate dynamic linear models
• Title not available (Why is that?)
• Automatic selective intervention in dynamic linear models
• Title not available (Why is that?)
• Monitoring changes in exponential family models: a two-sided Bayesian decision approach
• On the Monitoring of Autocorrelated Linear Profiles
• Bayesian monitoring of local residual autocorrelations taking into account the run-length

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