Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process

DOI10.1080/03610920902947238zbMath1175.62125OpenAlexW1990653548WikidataQ59323854 ScholiaQ59323854MaRDI QIDQ3645017

António Pacheco, Manuel Cabral Morais, Sven Knoth, Wolfgang Schmid

Publication date: 16 November 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902947238

zbMATH Keywords

tablestime seriesstatistical process controlmisleading signalssimultaneous schemes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sequential statistical analysis (62L10)

Related Items (5)

On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output ⋮ Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process ⋮ Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes ⋮ On ARL-unbiased c-charts for INAR(1) Poisson counts ⋮ Strategies to Reduce the Probability of a Misleading Signal

Cites Work

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• Variable sampling intervals for multiparameter shewhart charts
• Monitoring the mean and the variance of a stationary process
• On the performance of combinedEWMAschemes forμandσ: a markovian approach
• Average run lengths for cusum control charts applied to residuals
• An approach to the probability distribution of cusum run length

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