A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes

DOI10.1080/0094965031000062168MaRDI QIDQ4469066zbMATH OpenOpenAlexFDO

Authors John N. Dyer, Michael D. Conerly, B. Michael Adams

Publication date 14 June 2004

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0094965031000062168

zbMATH Keywords

tablesautocorrelationstatistical process controlBox-JenkinsMEWMA

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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(6)

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