Control charts for measurement error models
From MaRDI portal
Publication:6120615
DOI10.1007/s10182-022-00462-8OpenAlexW4301603647MaRDI QIDQ6120615
Benno Hildebrandt, Wolfgang Schmid, Vasyl Golosnoy, Miriam Isabel Seifert, Steffen Köhler
Publication date: 21 February 2024
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-022-00462-8
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- EWMA control charts for detecting changes in the mean of a long-memory process
- EWMA charts for monitoring the mean and the autocovariances of stationary processes
- Time series: Theory and methods
- CUSUM control schemes for Gaussian processes
- Behavior of EWMA type control charts for small smoothing parameters
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
- Surveillance of non-stationary processes
- Quality surveillance with EWMA control charts based on exact control limits
- The effect of intraday periodicity on realized volatility measures
- Surveillance of the mean behavior of multivariate time series
- Robust cusum: a robustness study for cusum quality control schemes
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- Steady-state average run length(s): Methodology, formulas, and numerics
- Signaling NBER turning points: a sequential approach
- Explicit results on conditional distributions of generalized exponential mixtures
- Monitoring mean changes in persistent multivariate time series
- Exploiting the errors: a simple approach for improved volatility forecasting
This page was built for publication: Control charts for measurement error models