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Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
8 references·4 citing·43 second hop
Control charts of mean and variance using copula Markov SPC and conditional distribution by copula (2019)Control charts of mean and variance using…Continuous Time Structural Equation Modeling with R Package ctsem (2017)Continuous Time Structural Eq…R routines for performing estimation and statistical process control under copula-based time series models (2015)R routines for performing est…Introduction to Statistical Process Control (2014)Introduction to Statistical P…Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Modeling Dependence with C- a…Dynamic Copula Methods in Finance (2011)Dynamic Copula Methods in Fin…Estimation of copula-based semiparametric time series models (2005)Estimation of copula-based se…Control Chart Tests Based on Geometric Moving Averages (1959)Control Chart Tests Based on …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESThe optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change (2021)The optimized CUSUM and EWMA …On the copula correlation ratio and its generalization (2020)On the copula correlation rat…Multi-Stage Change Point Detection with Copula Conditional Distribution with PCA and Functional PCA (2020)Multi-Stage Change Point Dete…Model diagnostic procedures for copula-based Markov chain models for statistical process control (2019)Model diagnostic procedures f…An Introduction to Copulas (1999)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Pair-copula constructions of multiple dependence (2007)VineCopula: Statistical Inference of Vine Copulas (2012)Environmental contours using copulas (2015)A review of quantification methodologies for multi-hazard interrelationships (2019)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)CAViaR (2004)Goodness-of-fit tests for copulas (2004)Copula–Based Models for Financial Time Series (2009)Copula Methods for Forecasting Multivariate Time Series (2013)Time Series Analysis Forecasting and Control. (1973)Time Series Analysis: Forecasting and Control (1977)An Introduction to Copulas (Springer Series in Statistics) (2006)Copula ARMA-GARCH modelling of spatially and temporally correlated time series data for transportation planning use (2022)Copula Modelling to Analyse Financial Data (2022)Introduction to Mathematical Sociology. (1965)On the Pooling of Time Series and Cross Section Data (1978)OpenMx 2.0: Extended Structural Equation and Statistical Modeling (2015)Drawing Conclusions from Cross-Lagged Relationships: Re-Considering the Role of the Time-Interval (2018)Foundations of idiographic methods in psychology and applications for psychotherapy (2019)Assessing Personality States: What to Consider when Constructing Personality State Measures (2020)Introduction to Statistical Quality Control (1987)Cumulative Sum Charts and Charting for Quality Improvement (1998)Conceptualizing and Measuring Variety in the Execution of Organizational Work Processes (2003)Sequential Variety in Work Processes (2003)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis (2015)Time Series Analysis: Forecasting and Control (1977)Copulas and Markov processes (1992)Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes (2022)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Principles of Copula Theory (2015)A New Coefficient of Correlation (2020)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)The Exponentially Weighted Moving Average (1986)A Multivariate Exponentially Weighted Moving Average Control Chart (1992)Data quality for data science, predictive analytics, and big data in supply chain management: An introduction to the problem and suggestions for research and applications (2014)Time-dependent copulas (2012)Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data (2015)A Stress-Strength Time-Varying Correlation Interference Model for Structural Reliability Analysis Using Copulas (2017)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1959Control Chart Tests Based on Geometric Moving Averages1,544 cited
  • 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
  • 2005Estimation of copula-based semiparametric time series models435 cited
  • 2017Continuous Time Structural Equation Modeling with R Package ctsem236 cited
  • 2011Dynamic Copula Methods in Finance179 cited
  • 2014Introduction to Statistical Process Control135 cited
  • 2015R routines for performing estimation and statistical process control under copula-based time series models31 cited

Cited by

  • 2020On the copula correlation ratio and its generalization24 cited
  • 2019Model diagnostic procedures for copula-based Markov chain models for statistical process control18 cited
  • 2020Multi-Stage Change Point Detection with Copula Conditional Distribution with PCA and Functional PCA9 cited
  • 2021The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change9 cited

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