Pages that link to "Item:Q1567078"
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The following pages link to The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078):
Displaying 13 items.
- CUSUM charts for monitoring the mean of a multivariate Gaussian process (Q630935) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Surveillance of the covariance matrix based on the properties of the singular Wishart distribution (Q961796) (← links)
- Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
- The ARL of modified Shewhart control charts for conditionally heteroskedastic models (Q1935676) (← links)
- Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process (Q3645017) (← links)
- (Q4241097) (← links)
- Control charts for time series (Q4378947) (← links)
- Effect of autocorrelation estimators on the performance of the X̄ control chart (Q4960710) (← links)
- Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
