Parameter estimation in first-order autoregressive model for statistical process monitoring in the presence of data autocorrelation
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Publication:538101
DOI10.1016/j.jspi.2011.02.005zbMath1213.62190MaRDI QIDQ538101
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
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
62F10: Point estimation
62P30: Applications of statistics in engineering and industry; control charts
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Cites Work
- Bayesian forecasting and dynamic models
- A Statistical Control Chart for Stationary Process Data
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