Keyword: moving averages

Found 3 papers in total
A Robust Phase I Exponentially Weighted Moving Average Chart for Dispersion
A Robust Phase I Exponentially Weighted Moving Average Chart for Dispersion
2015,
A Phase I estimator of the dispersion should be efficient under in‐control data...
A New EWMA Chart Based on Weighted Loss Function for Monitoring the Process Mean and Variance
A New EWMA Chart Based on Weighted Loss Function for Monitoring the Process Mean and Variance
2015,
With the weighted loss function, a new single Exponential Weighted Moving Average...
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate
2012,
This paper focuses on the contemporaneous aggregation of moving average processes. It...
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