Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
type: Item
instance of: scholarly article
title: Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
zbMATH Open document ID: 1152.62409
author: M. B. Vermaat
author: Frank van der Meulen
author: Ronald J. M. M. Does
published in: Statistics \& Probability Letters
publication date: 2008-09-17T00:00:00Z
full work available at URL: asymptotic-behavior-of-the-variance-of-the-ewma-statistic-for-autoregressive-processes(0c4fb897-6433-4a93-8c18-73bb5f804aec).html
Mathematics Subject Classification ID: 62P30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5344899
zbMATH Keywords: autoregressive processes
MaRDI profile type: Publication
OpenAlex ID: W2158099149
cites work: Q4862306
cites work: Q3827448
cites work: EWMA control charts for autoregressive processes
cites work: A user's guide to measure theoretic probability
cites work: Q4373571
cites work: Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
cites work: A Statistical Control Chart for Stationary Process Data
cites work: Statistical control charts for monitoring the mean of a stationary process
DOI: 10.1016/J.SPL.2008.01.041
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description: scientific article; zbMATH DE number 5344899