Identifying the time of step change in the mean of autocorrelated processes (Q5123503)

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scientific article; zbMATH DE number 7252422
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Identifying the time of step change in the mean of autocorrelated processes
scientific article; zbMATH DE number 7252422

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    Identifying the time of step change in the mean of autocorrelated processes (English)
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    29 September 2020
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    ARMA\((p,q)\) models
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    autocorrelated processes
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    change-point estimation
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    stationary processes
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    statistical process control (SPC)
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