REFERENCES
- Barnard , G. A. ( 1959 ). Control Charts and Stochastic Processes , Journal of Royal Statistical Society, Series B 21 : 239 – 271 .
- Frisén , M. and Sonesson , C. ( 2006 ). Optimal Surveillance Based on Exponentially Weighted Moving Averages , Sequential Analysis 25 : 379 – 403 .
- Mei , Y. ( 2006 ). Sequential Change-Point Detection When Unknown Parameters Are Present in the Pre-Change Distribution , Annals of Statistics 34 : 92 – 122 .
- Morais , M. C. , Okhrin , Y. and Schmid , W. ( 2008 ). On the Limiting Behaviour of EWMA Control Charts with Exact Control Limits , Technical Report , European University Viadrina , Frankfurt (Oder) .
- Waldmann , K. ( 1986 ). Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes , Technometrics 28 : 61 – 67 .
- Recommended by Alex Tartakovsky