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EWMA control charts for autoregressive processes

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Publication:4658456
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DOI10.1057/palgrave.jors.2601140zbMath1179.90109OpenAlexW1987445715MaRDI QIDQ4658456

Neil B. Marks, Richard T. O'Connell, Anne B. Koehler

Publication date: 16 March 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601140


zbMATH Keywords

autoregressive modelstatistical process controlEWMA control chartalgorithmic control charts


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Production models (90B30)


Related Items

Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance ⋮ Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes



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