Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
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چکیده
منابع مشابه
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
Serial correlation can seriously affect the performance of traditional control charts. Many authors have studied the effect of autocorrelation on EWMA control charts and have shown how to modify the control limits to account for autocorrelation. In this paper we compare three different estimation methods for the variance of the EWMA statistic that is adapted to autocorrelated data. This compari...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2008
ISSN: 0167-7152
DOI: 10.1016/j.spl.2008.01.041