| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155220 | Statistics & Probability Letters | 2008 | 10 Pages |
Abstract
Serial correlation can seriously affect the performance of traditional control charts. Many authors have studied the effect of autocorrelation on EWMA control charts and have shown how to modify the control limits to account for autocorrelation. In this paper we compare three different estimation methods for the variance of the EWMA statistic that is adapted to autocorrelated data. This comparison is based on the asymptotic relative efficiency of the estimators.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
M.B. Vermaat, F.H. van der Meulen, R.J.M.M. Does,