Sequential control of non-stationary processes by nonparametric kernel control charts

MaRDI QIDQ1879265zbMATH OpenFDO

Authors Ansgar Steland, Wolfgang Schmid

Publication date 22 September 2004

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics in engineering and industry; control charts (62P30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric inference (62G99)

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(9)

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• Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
• Sequential signals on a control chart based on nonparametric statistical tests
• Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
• Optimal sequential kernel detection for dependent processes
• A surveillance procedure for random walks based on local linear estimation
• Nonparametric monitoring of financial time series by jump-preserving control charts
• On detecting jumps in time series: nonparametric setting
• NP-Optimal Kernels for Nonparametric Sequential Detection Rules

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