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Original Articles

Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process

Pages 125-138 | Published online: 02 Aug 2010

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Wenyu Du, Aleksey S. Polunchenko & Grigory Sokolov. (2017) On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Communications in Statistics - Simulation and Computation 46:3, pages 2185-2206.
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Jiujun Zhang, Zhonghua Li, Qin Zhou & Zhaojun Wang. (2016) An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts. Communications in Statistics - Simulation and Computation 45:7, pages 2511-2527.
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Sarah C. Richards, William H. Woodall & Gregory Purdy. (2015) Surveillance of Nonhomogeneous Poisson Processes. Technometrics 57:3, pages 388-394.
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Kwok-Leung Tsui, Sung Won Han, Wei Jiang & WilliamH. Woodall. (2012) A review and comparison of likelihood-based charting methods. IIE Transactions 44:9, pages 724-743.
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Marianne Frisén. (2009) Optimal Sequential Surveillance for Finance, Public Health, and Other Areas. Sequential Analysis 28:3, pages 310-337.
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Mahmoud A. Mahmoud, William H. Woodall & Robert E. Davis. (2008) Performance comparison of some likelihood ratio-based statistical surveillance methods. Journal of Applied Statistics 35:7, pages 783-798.
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Marianne Frisén. (2007) Properties and Use of the Shewhart Method and Its Followers. Sequential Analysis 26:2, pages 171-193.
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Marianne Frisén & Christian Sonesson. (2006) Optimal Surveillance Based on Exponentially Weighted Moving Averages. Sequential Analysis 25:4, pages 379-403.
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E. Andersson, D. Bock & M. Frisén. (2006) Some statistical aspects of methods for detection of turning points in business cycles. Journal of Applied Statistics 33:3, pages 257-278.
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Dan Yu, Amitava Mukherjee, Jin Li, Li Jin, Kai Wen & Jiujun Zhang. (2022) Performance of the Shiryaev‐Roberts‐type scheme in comparison to the CUSUM and EWMA schemes in monitoring weibull scale parameter based on Type I censored data. Quality and Reliability Engineering International 38:7, pages 3379-3403.
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Sebastian Ottenstreuer. (2021) The Shiryaev–Roberts control chart for Markovian count time series. Quality and Reliability Engineering International 38:3, pages 1207-1225.
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Georgios Psarrakos & Abdolsaeed Toomaj. (2019) ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE. Probability in the Engineering and Informational Sciences 34:4, pages 550-569.
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Panagiotis Tsiamyrtzis & Douglas M. Hawkins. (2018) Bayesian statistical process control for Phase I count type data. Applied Stochastic Models in Business and Industry 35:3, pages 766-787.
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Christian Weiß. 2018. An Introduction to Discrete‐Valued Time Series. An Introduction to Discrete‐Valued Time Series 257 274 .
Aleksey S. Polunchenko. 2018. Frontiers in Statistical Quality Control 12. Frontiers in Statistical Quality Control 12 65 86 .
Bráulio M. Veloso, Thais R. Correa, Marcos O. Prates, Gabriel F. Oliveira & Andréa I. Tavares. (2016) MAD-STEC: a method for multiple automatic detection of space-time emerging clusters. Statistics and Computing 27:4, pages 1099-1110.
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Wenyu Du, Grigory Sokolov & Aleksey S. Polunchenko. 2015. Stochastic Models, Statistics and Their Applications. Stochastic Models, Statistics and Their Applications 57 65 .
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Ron S. Kenett, Shelemyahu Zacks & Daniele Amberti. 2013. Modern Industrial Statistics. Modern Industrial Statistics 549 553 .
Gejza Dohnal. (2011) Delay in Statistical Control of Systems with Wear. Quality and Reliability Engineering International 28:7, pages 743-750.
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Ron S. Kenett & Moshe Pollak. (2012) On Assessing the Performance of Sequential Procedures for Detecting a Change. Quality and Reliability Engineering International 28:5, pages 500-507.
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Ron S. Kenett, Laura Deldossi & Diego Zappa. 2011. Modern Analysis of Customer Surveys. Modern Analysis of Customer Surveys 413 438 .
Marianne Frisén. (2011) Methods and evaluations for surveillance in industry, business, finance, and public health. Quality and Reliability Engineering International 27:5, pages 611-621.
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Ron Kenett & Emanuel Baker. 2010. Process Improvement and CMMI® for Systems and Software. Process Improvement and CMMI® for Systems and Software 299 330 .
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Renato Assunção & Thais Correa. (2009) Surveillance to detect emerging space–time clusters. Computational Statistics & Data Analysis 53:8, pages 2817-2830.
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Landon H. Sego, William H. Woodall & Marion R. ReynoldsJrJr. (2008) A comparison of surveillance methods for small incidence rates. Statistics in Medicine 27:8, pages 1225-1247.
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Pedro Galeano. (2007) The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process. Computational Statistics & Data Analysis 51:12, pages 6151-6165.
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