Conditional maximum likelihood estimation for control charts in the presence of correlation

zbMath1272.62062MaRDI QIDQ367496

Shuo-Jye Wu, Tzong-Ru Tsai, Yi-Chen Chiang

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

autoregressive moving average modelmaximum-likelihood estimationexponentially weighted moving average control chartsfirst-order autoregressive modelShewhart control chart

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10)

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