Control charts for multivariate spatial autoregressive models

DOI10.1007/s10182-016-0276-xzbMath1443.62528OpenAlexW2487554612MaRDI QIDQ1622097

Robert Garthoff, Philipp E. Otto

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-016-0276-x

zbMATH Keywords

multivariate CUSUM chartsspatial autoregressive modelmultivariate EWMA charts

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (2)

Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails ⋮ Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models

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