Identifying the time of step change in the mean of autocorrelated processes

DOI10.1080/02664760802663080OpenAlexW2004762184MaRDI QIDQ5123503

Joseph J. jun. Pignatiello, Marcus B. Perry

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802663080

zbMATH Keywords

stationary processeschange-point estimationstatistical process control (SPC)autocorrelated processesARMA\((p,q)\) models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Identifying the time of change in the mean of a two-stage nested process

Cites Work

• Boundary crossing probabilities and statistical applications
• A Statistical Control Chart for Stationary Process Data
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