Pages that link to "Item:Q4036492"
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The following pages link to Performance of CUSUM Control Schemes for Serially Correlated Observations (Q4036492):
Displaying 31 items.
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- On average run lengths of control charts for autocorrelated processes (Q539524) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- On the run length of the EWMA scheme: A monotonicity result for normal variables (Q1297585) (← links)
- A control chart for a general Gaussian process (Q1299408) (← links)
- CUSUM control schemes for Gaussian processes (Q1360292) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- On the run length of a Shewhart chart for correlated data (Q1893386) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- Artificial neural networks in applying MCUSUM residuals charts for AR(1) processes (Q2383712) (← links)
- Comparison of the CUSCORE, GLRT and CUSUM control charts for detecting a dynamic mean change (Q2501356) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887) (← links)
- Multivariate statistical process control for autocorrelated processes (Q4230176) (← links)
- Statistical process control using run sums (Q4253244) (← links)
- SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES (Q4331108) (← links)
- Control charts for monitoring processes with autocorrelated data (Q4378956) (← links)
- EVVMA and cusum control charts in the presence of correlation (Q4387679) (← links)
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes (Q4439627) (← links)
- CUSUM control schemes for monitoring the covariance matrix of multivariate time series (Q4600777) (← links)
- Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
- Detecting process mean shift in the presence of autocorrelation: a neural-network based monitoring scheme (Q4826249) (← links)
- Statistical process control using level crossings (Q4869570) (← links)
- (Q5074826) (← links)
- (Q5074855) (← links)
- Gradient analysis of Markov-type control schemes and its applications (Q5082933) (← links)
- Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model (Q5085924) (← links)
- Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise (Q6180963) (← links)
- Minimax optimality of CUSUM for an autoregressive model (Q6647318) (← links)