On control charts for monitoring the variance of a time series

DOI10.1016/j.jspi.2013.04.001zbMath1432.62374arXiv1209.4678OpenAlexW2056366299MaRDI QIDQ394567

Svitlana Zabolotska, Taras Lazariv, Wolfgang Schmid

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4678

zbMATH Keywords

time seriescontrol chartsstatistical process controlgeneralized likelihood ratioCUSUM chartssequential detectionShiryaev-Roberts procedureSPRTvariance changes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Related Items (2)

Variance Charts for Time Series: A Comparison Study ⋮ Surveillance of non-stationary processes

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