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

DOI10.1080/02664763.2011.594035OpenAlexW2029954003MaRDI QIDQ5126954

Joseph J. jun. Pignatiello, Marcus B. Perry

Publication date: 21 October 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2011.594035

zbMATH Keywords

change-point estimationmixed-effects modelvariance component estimationstatistical process controlmaximum-likelihood estimationnested samples

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Drift time detection and adjustment procedures for processes subject to linear trend
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Monitoring Variance Components
• Methods and Applications of Linear Models
• Shewhart-Type Charts in Nonstandard Situations
• Identifying the time of step change in the mean of autocorrelated processes
• Recovery of inter-block information when block sizes are unequal
• CONTINUOUS INSPECTION SCHEMES
• Linear mixed models for longitudinal data

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