A Note on the Joint Estimation Method for Short-Run Autocorrelated Data

DOI10.1081/SAC-120023880zbMath1100.62633MaRDI QIDQ4431293

Christine M. Wright

Publication date: 19 October 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

zbMATH Keywords

statistical process controlshort autocorrelated non-iid data

Mathematics Subject Classification ID

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

Cites Work

• Joint Estimation of Model Parameters and Outlier Effects in Time Series
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