Change point estimates for the parameters of an AR(1) process

Quality and Reliability Engineering International

Volumn 19, Issue 4, 2003, Pages 355-369

  Timmer, Douglas H ^a   Pignatiello Jr , Joseph J ^b  

^a UNIVERSITY OF TEXAS PAN AMERICAN   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

AR(1); Autocorrelation; Change point; Control chart; Maximum likelihood

Indexed keywords

COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS; WHITE NOISE;

CHANGE POINT ESTIMATES;

QUALITY ASSURANCE;

EID: 0042379802     PISSN: 07488017     EISSN: None     Source Type: Journal    
DOI: 10.1002/qre.589     Document Type: Article

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