Tail behaviour of a general family of control charts
Author
Abstract
Suggested Citation
DOI: 10.1524/stnd.21.1.79.20320
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Don G. Wardell & Herbert Moskowitz & Robert D. Plante, 1992. "Control Charts in the Presence of Data Correlation," Management Science, INFORMS, vol. 38(8), pages 1084-1105, August.
- M. Pawlak & W. Schmid, 2001. "On the Distributional Properties of GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(3), pages 339-352, May.
- Alwan, Layth C & Roberts, Harry V, 1988. "Time-Series Modeling for Statistical Process Control," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 87-95, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Marta Benková & Dagmar Bednárová & Gabriela Bogdanovská & Marcela Pavlíčková, 2023. "Use of Statistical Process Control for Coking Time Monitoring," Mathematics, MDPI, vol. 11(16), pages 1-30, August.
- Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009.
"Monitoring processes with changing variances,"
International Journal of Forecasting, Elsevier, vol. 25(3), pages 518-525, July.
- J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008. "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers 4/08, Monash University, Department of Econometrics and Business Statistics.
- J. Keith Ord, 2008. "Monitoring Processes with Changing Variances," Working Papers 2008-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ridley, D. & Duke, D., 2007. "Moving -window spectral model based statistical process control," International Journal of Production Economics, Elsevier, vol. 105(2), pages 492-509, February.
- Gulser Koksal & Burcu Kantar & Taylan Ali Ula & Murat Caner Testik, 2008. "The effect of Phase I sample size on the run length performance of control charts for autocorrelated data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(1), pages 67-87.
- Samari, Goleen & Catalano, Ralph & Alcalá, Héctor E. & Gemmill, Alison, 2020. "The Muslim Ban and preterm birth: Analysis of U.S. vital statistics data from 2009 to 2018," Social Science & Medicine, Elsevier, vol. 265(C).
- Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
- Weihs, Claus & Theis, Winfried & Messaoud, Amor & Hering, Franz, 2004. "Monitoring of the BTA Deep Hole Drilling Process Using Residual Control Charts," Technical Reports 2004,60, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Fernandes, Marcelo, 2004.
"Bounds for the probability distribution function of the linear ACD process,"
Statistics & Probability Letters, Elsevier, vol. 68(2), pages 169-176, June.
- Fernandes, Marcelo, 2003. "Bounds for the probability distribution function of the linear ACD process," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 488, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Johannes Freiesleben & Nicolas Gu'erin, 2015. "Homogenization and Clustering as a Non-Statistical Methodology to Assess Multi-Parametrical Chain Problems," Papers 1505.03874, arXiv.org, revised Dec 2017.
- Miguel Flores & Salvador Naya & Rubén Fernández-Casal & Sonia Zaragoza & Paula Raña & Javier Tarrío-Saavedra, 2020. "Constructing a Control Chart Using Functional Data," Mathematics, MDPI, vol. 8(1), pages 1-26, January.
- Timothy M. Young & Ampalavanar Nanthakumar & Hari Nanthakumar, 2021. "On the Use of Copula for Quality Control Based on an AR(1) Model," Mathematics, MDPI, vol. 9(18), pages 1-13, September.
- Thaga K. & Kgosi P. M. & Gabaitiri L., 2007. "Max-Chart for Autocorrelated Processes," Stochastics and Quality Control, De Gruyter, vol. 22(1), pages 87-105, January.
- Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K., 2002. "A note on moving average forecasts of long memory processes with an application to quality control," International Journal of Forecasting, Elsevier, vol. 18(2), pages 291-297.
- P. Vellaisamy & S. Sankar & M. Taniguchi, 2003. "Estimation and Design of Sampling Plans for Monitoring Dependent Production Processes," Methodology and Computing in Applied Probability, Springer, vol. 5(1), pages 85-108, March.
- A. Snoussi, 2011. "SPC for short-run multivariate autocorrelated processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(10), pages 2303-2312.
- Messaoud, Amor & Weihs, Claus & Hering, Franz, 2008. "Detection of chatter vibration in a drilling process using multivariate control charts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3208-3219, February.
- Žmuk Berislav, 2016. "Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading," Naše gospodarstvo/Our economy, Sciendo, vol. 62(1), pages 12-26, March.
- Mohamed El Ghourabi & Amira Dridi & Mohamed Limam, 2015. "A new financial stress index model based on support vector regression and control chart," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(4), pages 775-788, April.
- Esmeralda Gonçalves & Joana Leite & Nazaré Mendes-Lopes, 2013. "The ARL of modified Shewhart control charts for conditionally heteroskedastic models," Statistical Papers, Springer, vol. 54(1), pages 1-19, February.
- Hwarng, H. Brian, 2001. "Insights into neural-network forecasting of time series corresponding to ARMA(p,q) structures," Omega, Elsevier, vol. 29(3), pages 273-289, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:79-92:n:8. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.