scientific article; zbMATH DE number 7142728

MaRDI QIDQ5205511zbMATH OpenFDO

Authors Yarema Okhrin, Wolfgang Schmid

Publication date 12 December 2019

Full work available at URL https://www.ine.pt/revstat/pdf/REVSTAT_v17-n1-4.pdf

zbMATH Keywords

ARFIMA processEWMA control chartlong-memory processstatistical process control

Mathematics Subject Classification ID

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

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(4)

• EWMA control charts for detecting changes in the mean of a long-memory process
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