Model diagnostic procedures for copula-based Markov chain models for statistical process control
DOI10.1080/03610918.2019.1602647zbMath1497.62354MaRDI QIDQ5082704
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1602647
time series; copulas; Markov chain; goodness-of-fit tests; statistical process control; serial dependence; control chart
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62P30: Applications of statistics in engineering and industry; control charts
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Uses Software
