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Sequential Analysis
Design Methods and Applications
Volume 23, 2004 - Issue 2
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Original Articles

EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process

Allan Gut Department of Mathematics, Uppsala University, Uppsala, Sweden; Department of Mathematics, Uppsala University, Box 480, Uppsala, SE-751 06, SwedenCorrespondence[email protected]
&
Josef Steinebach Universität zu Köln, Mathematisches Institut, Köln, Germany
Pages 195-237 | Received 01 May 2003, Accepted 01 Oct 2003, Published online: 18 Aug 2006

References

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  • Schmid , W. and Schöne , A. 1997 . Some properties of the EWMA control chart in the presence of autocorrelation . Ann. Statist. , 25 : 1277 – 1283 . [CROSSREF]
  • Schöne , A. , Schmid , W. and Knoth , S. 1999 . On the run length of the EWMA scheme: A monotonicity result for normal variables . J. Statist. Plann. Inference , 79 : 289 – 297 . [CROSSREF]
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  • Recommended by A. Martinsek

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