Guaranteed conditional ARL performance in the presence of autocorrelation

DOI10.1016/j.csda.2018.07.013zbMath1469.62161OpenAlexW2886973048MaRDI QIDQ1796969

Detlef Steuer, Carsten Jentsch, Christian H. Weiß, Murat Caner Testik

Publication date: 17 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.07.013

zbMATH Keywords

control chartsstatistical process controlaverage run lengthphase Iautoregressive bootstrapguaranteed conditional performance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09)

Related Items

Robust control charts for the mean of a locally linear time series

Uses Software

• R
• spc
• spcadjust

Cites Work

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