Parameter estimation in first-order autoregressive model for statistical process monitoring in the presence of data autocorrelation
DOI10.1016/J.JSPI.2011.02.005zbMATH Open1213.62190OpenAlexW2077794248MaRDI QIDQ538101FDOQ538101
Authors: Thaung Lwin 
Publication date: 23 May 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.005
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- A Statistical Control Chart for Stationary Process Data
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- Estimation of the Innovation Variance of a Stationary Time Series
Cited In (5)
- Alternative estimation procedure in SPC when the process data are correlated
- Comparison of data analysis procedures for real-time nanoparticle sampling data using classical regression and ARIMA models
- Estimation on a GAR(1) Process by the EM Algorithm
- Effect of autocorrelation estimators on the performance of the X̄ control chart
- The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errors
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