Tail behaviour of a general family of control charts

DOI10.1524/STND.21.1.79.20320MaRDI QIDQ4454297zbMATH OpenOpenAlexFDO

Authors Wolfgang Schmid, Yarema Okhrin

Publication date 8 March 2004

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://opus.bibliothek.uni-augsburg.de/opus4/files/47552/%5BStatistics%20%20Risk%20Modeling%5D%20Tail%20behaviour%20of%20a%20general%20family%20of%20control%20charts.pdf

zbMATH Keywords

multivariate normal distributiontail probabilitytime seriesstatistical process controlrun length

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Stationary stochastic processes (60G10)

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(2)

• Control chart for autocorrelated processes with heavy tailed distributions
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