Control charts for high-dimensional time series with estimated in-control parameters

DOI10.1080/07474946.2023.2288135OpenAlexW4390603484MaRDI QIDQ6186408

Wolfgang Schmid, Taras Bodnar, Rostyslav Bodnar

Publication date: 2 February 2024

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2023.2288135

zbMATH Keywords

high-dimensional time seriesvector autoregressive processsequential surveillanceMEWMA control chart

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

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