Parameter estimation in first-order autoregressive model for statistical process monitoring in the presence of data autocorrelation

DOI10.1016/j.jspi.2011.02.005zbMath1213.62190OpenAlexW2077794248MaRDI QIDQ538101

Thaung Lwin

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.005

zbMATH Keywords

empirical Bayestime seriesKalman filterANOVAEWMASTvariogram modelling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (1)

Effect of autocorrelation estimators on the performance of the X̄ control chart

Cites Work

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• Bayesian forecasting and dynamic models
• A Statistical Control Chart for Stationary Process Data
• On the inverses of some patterned matrices arising in the theory of stationary time series
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Exponential Smoothing and Short-Term Sales Forecasting
• Estimation of the Innovation Variance of a Stationary Time Series

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