Monitoring the mean and the variance of a stationary process

DOI10.1111/1467-9574.03000zbMath1076.62572OpenAlexW2152159676MaRDI QIDQ4469545

Wolfgang Schmid, Sven Knoth

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.03000

Mathematics Subject Classification ID

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

Related Items (12)

EWMA charts: ARL considerations in case of changes in location and scale ⋮ Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously ⋮ Joint economic design of EWMA control charts for mean and variance ⋮ Control charts for high-dimensional time series with estimated in-control parameters ⋮ Evaluation of multivariate surveillance ⋮ Sufficient Reduction in Multivariate Surveillance ⋮ Evaluations of some Exponentially Weighted Moving Average methods ⋮ Monitoring the process mean and variance using a synthetic control chart with two-stage testing ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ Optimal Sequential Surveillance for Finance, Public Health, and Other Areas ⋮ Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process ⋮ Optimal Surveillance Based on Exponentially Weighted Moving Averages

Cites Work

• On the joint distribution of a quadratic and a linear form in normal variables
• Unnamed Item

This page was built for publication: Monitoring the mean and the variance of a stationary process