A general class of CUSUM statistics

DOI10.1017/S0269964815000042zbMATH Open1373.62588OpenAlexW2318009207MaRDI QIDQ5358045FDOQ5358045

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964815000042

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Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

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• Break detection in the covariance structure of multivariate time series models
• Testing and Locating Variance Changepoints with Application to Stock Prices
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• Break detection for a class of nonlinear time series models
• The distribution and quantiles of a function of parameter estimates
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• Weighting cusums for increased power near the end points
• Asymptotics for products of sums and \(U\)-statistics
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• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• A CUSUM control chart for monitoring the variance when parameters are estimated
• Accurate tests and intervals based on linear cusum statistics
• Accurate tests and intervals based on nonlinear cusum statistics
• Accurate tests and intervals based on multivariate CUSUM statistics
• Optimization designs and performance comparison of two CUSUM schemes for monitoring process shifts in mean and variance
• Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process

Cited In (2)

• Cusums for tracking arbitrary functionals
• Title not available (Why is that?)

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