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Sequential procedures for detecting deviations in the parameters of the autoregressive model from specified targets
13 references·0 citing·32 second hop
Sequential procedures for detecting deviations in the parameters of the autoregressive model from specified targets (1984)Sequential procedures for detecting devia…A Cusum for a Scale Parameter (1981)A Cusum for a Scale ParameterSome first passage problems related to cusum procedures (1979)Some first passage problems r…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Sequential Procedures for Detecting Parameter Changes in a Time-Series Model (1977)Sequential Procedures for Det…The Effect of Serial Correlation on the Performance of CUSUM Tests II (1975)The Effect of Serial Correlat…Approximations to the Average Run Length in Cumulative Sum Control Charts (1975)Approximations to the Average…The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)The Effect of Serial Correlat…Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter (1971)Some Characteristics of Page'…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …Cumulative Sum Tests: Theory and Practice (1969)Cumulative Sum Tests: Theory …Cumulative Sum Tests: Theory and Practice (1969)Cumulative Sum Tests: Theory …Average Run Lengths in Cumulative Chart Quality Control Schemes (1961)Average Run Lengths in Cumula…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESIndustrial Quality Control. (1946)Cumulative Sum Techniques. (1965)A Cumulative Sum Control Chart for Monitoring Process Variance (1995)The Inertial Properties of Quality Control Charts (2005)Multivariate Control Charts for Monitoring Covariance Matrix: A Review (2006)CONTROL CHARTS WITH WARNING LINES (1955)Control Charts and Stochastic Processes (1959)The Economic Design of Cusum Charts for Controlling Normal Means (1974)Variable Sampling IntervalXCharts in the Presence of Correlation (1996)Economic Control of Quality of Manufactured Product. (1932)Optimal Stopping Times for Detecting Changes in Distributions (1986)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Detecting Initialization Bias in Simulation Output (1982)Confidence Interval Estimation Using Standardized Time Series (1983)A Statistical Control Chart for Stationary Process Data (1998)Time Series Analysis Forecasting and Control. (1971)Autocorrelated process monitoring using triggered cuscore charts (2002)Monitoring parameter change in AR ( p ) time series models (2008)changepoint : An R Package for Changepoint Analysis (2014)Quickest detection with exponential penalty for delay (1998)On-Line Statistical Process Control (2002)Cumulative Sum Control Charts (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables (1983)Designs of One- and Two-Sided Exponential EWMA Charts (1998)Statistical Surveillance. Optimality and Methods (2003)The effect of autocorrelation on the retrospectiveX-chart (1992)On the run length of a Shewhart chart for correlated data (1995)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1974The Effect of Serial Correlation on the Performance of CUSUM Tests275 cited
  • 1969Cumulative Sum Tests: Theory and Practice167 cited
  • 1981A Cusum for a Scale Parameter145 cited
  • 1975The Effect of Serial Correlation on the Performance of CUSUM Tests II125 cited
  • 1977Sequential Procedures for Detecting Parameter Changes in a Time-Series Model93 cited
  • 1961Average Run Lengths in Cumulative Chart Quality Control Schemes87 cited
  • 1975Approximations to the Average Run Length in Cumulative Sum Control Charts86 cited
  • 1969Cumulative Sum Tests: Theory and Practice44 cited
  • 1971Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter32 cited
  • 1979Some first passage problems related to cusum procedures11 cited

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