Identifying the time of step change in the mean of autocorrelated processes

Journal of Applied Statistics

Volumn 37, Issue 1, 2010, Pages 119-136

  Perry, Marcus B ^a   Pignatiello Jr, Joseph J ^b  

^a UNIVERSITY OF ALABAMA   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

ARMA(p; Autocorrelated processes; Change point estimation; Q) models; Stationary processes; Statistical process control (SPC)

Indexed keywords

EID: 72149107837     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664760802663080     Document Type: Article

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