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CUSUM Control Schemes for Multivariate Time Series

  • Published: Issue: Volume: Page:55-73
  • ISSN:
  • Container-title:Frontiers in Statistical Quality Control 8
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  • Short-container-title:

Author:

Bodnar Olha,Schmid Wolfgang

Publisher

Physica-Verlag

Reference39 articles.

1. Alt FB (1985) Multivariate quality control. In: Kotz S, Johnson NL (eds) Encyclopedia of Statistical Sciences. Wiley, New York

2. Alt FB, Smith ND (1988) Multivariate process control, In: Krishnaiah PR, Rao CR (eds) Handbook of Statistics. North-Holland, Amsterdam

3. Alwan LC (1989) Time Series Modelling for Statistical Process Control. Ph.D. Thesis, Graduate School of Business, Chicago

4. Alwan LC, Roberts HV (1988) Time-series modelling for statistical process control. Journal of Business and Economic Statistics 6:87–95

5. Brockwell PJ, Davis RA (1991) Time Series: Theory and Methods. Springer, New York

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1. Distribution-free multivariate time-series monitoring with analytically determined control limits;International Journal of Production Research;2022-11-08

2. Surveillance of non-stationary processes;AStA Advances in Statistical Analysis;2018-06-25

3. Control charts for multivariate spatial autoregressive models;AStA Advances in Statistical Analysis;2016-07-26

4. The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes;Sequential Analysis;2009-01-26

5. Surveillance of the mean behavior of multivariate time series;Statistica Neerlandica;2007-11
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