EWMA charts for monitoring the mean and the autocovariances of stationary processes
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Publication:849882
DOI10.1007/S00362-006-0308-9zbMATH Open1125.62133OpenAlexW2033308885MaRDI QIDQ849882FDOQ849882
Authors: M. Rosołowski, Wolfgang Schmid 
Publication date: 14 November 2006
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0308-9
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)
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Cited In (10)
- Monitoring mean changes in persistent multivariate time series
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
- EWMA control charts for detecting changes in the mean of a long-memory process
- Title not available (Why is that?)
- The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
- EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
- EWMA control charts for autoregressive processes
- MONITORING AUTOCORRELATED PROCESS MEAN AND VARIANCE USING A GWMA CHART BASED ON RESIDUALS
- AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES
- Control charts for measurement error models
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