Sequential control of non-stationary processes by nonparametric kernel control charts
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Publication:1879265
zbMath1138.62347MaRDI QIDQ1879265
Ansgar Steland, Wolfgang Schmid
Publication date: 22 September 2004
Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes (62M99) Nonparametric inference (62G99)
Related Items (5)
On detecting jumps in time series: nonparametric setting ⋮ Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction ⋮ A surveillance procedure for random walks based on local linear estimation ⋮ Optimal sequential kernel detection for dependent processes ⋮ Nonparametric monitoring of financial time series by jump-preserving control charts
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