CUSUM control schemes for monitoring the covariance matrix of multivariate time series
Author:
Affiliation:
1. Physikalisch-Technische Bundesanstalt, Berlin, Germany
2. Department of Statistics, European University Viadrina, Frankfurt (Oder), Germany
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02331888.2016.1268616
Reference35 articles.
1. CONTINUOUS INSPECTION SCHEMES
2. Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
3. Comparisons of MultivariateCUSUMCharts
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