A Simple Method Using CuScore to Monitor Changes in ARMA Coefficients

DOI10.1080/03610910600591388MaRDI QIDQ5481635zbMATH OpenOpenAlexFDO

Authors Xia Pan

Publication date 10 August 2006

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910600591388

zbMATH Keywords

time seriescontrol chartsSPCARMA coefficientsCuScore

Mathematics Subject Classification ID

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

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Cites work

• A Simple Theoretical Approach to Cumulative Sum Control Charts
• Control Charts in the Presence of Data Correlation
• Monitoring Processes That Wander Using Integrated Moving Average Models
• Sequential Procedures for Detecting Parameter Changes in a Time-Series Model

Cited in

(1)

• Single and dual reference-free CUSCORE charts for detecting unknown patterned mean shifts

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