Online monitoring of process variance drifts for leptokurtic and heavy‐tailed data

In many applications, monitoring the variance of a process online is very important. For example, in industrial and medical fields and weather and ocean research, monitoring the variance drift in processes can effectively reduce losses. This monitoring is especially important in finance because data...

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Veröffentlicht in:	Quality and reliability engineering international 2022-03, Vol.38 (2), p.1045-1059
Hauptverfasser:	Tan, Wushuang, Liu, Liu
Format:	Artikel
Sprache:	eng
Schlagworte:	Control charts Drift EWMA control chart Finance generalized error distribution leptokurtic and heavy‐tailed distribution Medical research Monitoring pairwise differences pareto distribution Quantiles Student's t‐distribution
Online-Zugang:	Volltext
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