scientific article; zbMATH DE number 5586073

MaRDI QIDQ5323624zbMATH OpenFDO

Authors Dong Han, Fugee Tsung

Publication date 23 July 2009

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J19N2/j19n25/j19n25.html

zbMATH Keywords

autocorrelated stationary processesaverage run lengthchange point detection

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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(6)

• The average run lengths of control charts for stable Lévy processes
• The Performance of Control Charts and Cusums Under Linear Trend
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• On average run lengths of control charts for autocorrelated processes
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• Minimax optimality of CUSUM for an autoregressive model

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