Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation
From MaRDI portal
Publication:5055244
DOI10.1080/00949655.2022.2066104OpenAlexW4229456459MaRDI QIDQ5055244
Publication date: 13 December 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2022.2066104
Uses Software
Cites Work
- Unnamed Item
- Estimation of copula-based semiparametric time series models
- Default probability estimation via pair copula constructions
- Application of copulas to multivariate control charts
- Support vector regression based residual MCUSUM control chart for autocorrelated process
- Efficient estimation of copula-based semiparametric Markov models
- On eigenvalues of the transition matrix of some count-data Markov chains
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- An integrated quality, maintenance and production model based on the delayed monitoring under the ARMA control chart
- Monitoring Poisson Observations Using Modified Exponentially Weighted Moving Average Control Charts
- A Statistical Control Chart for Stationary Process Data
- Time series models with univariate margins in the convolution-closed infinitely divisible class
- Effect of autocorrelation estimators on the performance of the X̄ control chart
- Location and scale-based CUSUM test with application to autoregressive models
- Economic-statistical design of adaptive arma control chart for autocorrelated data
- Robust control charts for the mean of a locally linear time series
- Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
- R routines for performing estimation and statistical process control under copula-based time series models
This page was built for publication: Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation