EWNA charts for monitoring the mean and the autocovariances of stationary processes

被引：0
|
作者：
M. Rosołowski
W. Schmid
机构：
[1] Europe-University,Department of Statistics
来源：
Statistical Papers | 2006年 / 47卷
关键词：
Statistical process control; EWMA charts; simultaneous control charts; time series analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper various types of EWMA control charts are introduced for the simultaneous monitoring of the mean and the autocovariances. The target process is assumed to be a stationary process up to fourth-order or an ARMA process with heavy tailed innovations. The case of a Gaussian process is included in our results as well.
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页码：595 / 630
页数：35
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