𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A control chart for a general Gaussian process

✍ Scribed by Robert Lund; W.J. Padgett; Lynne Seymour


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
708 KB
Volume
70
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Control charts for GARCH processes
✍ S. Schipper; W. Schmid πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 509 KB

In this paper simultaneous exponentially weighted moving average schemes for the mean and the variance of a financial time series are introduced. The target process is assumed to be a GARCH process. It is proved that in some cases the bivariate approach leads to a smaller out-of-control average run

Control charts: a cost-optimization appr
✍ AndrΓ‘s ZemplΓ©ni; MiklΓ³s VΓ©ber; Belmiro Duarte; Pedro Saraiva πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 160 KB πŸ‘ 2 views

## Abstract In this paper we describe an approach for establishing control limits and sampling times which derives from economic performance criteria and a model for random shifts. The total cost related to both production and control is calculated, based on cost estimates for false alarms, for not

A control point methodology for CUSUM co
✍ Shing I. Chang; Thomas R. Samuel πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 183 KB

AbstractÐA control point methodology (CPM) is proposed for implementation of graphical cumulative-sum (CUSUM) control charts on computers. Currently, most computer implementation of CUSUM charts is based on tabular form which loses the distinguished look of CUSUM statistics and V-mask. The more intu