Control charts for measurement error models

We consider a linear measurement error model (MEM) with AR(1) process in the state equation which is widely used in applied research. This MEM could be equivalently re-written as ARMA(1,1) process, where the MA(1) parameter is related to the variance of measurement errors. As the MA(1) parameter is...

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Detalles Bibliográficos
Autores principales: Golosnoy, Vasyl, Hildebrandt, Benno, Köhler, Steffen, Schmid, Wolfgang, Seifert, Miriam Isabel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9533293/
https://www.ncbi.nlm.nih.gov/pubmed/36213519
http://dx.doi.org/10.1007/s10182-022-00462-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9533293/
https://www.ncbi.nlm.nih.gov/pubmed/36213519
http://dx.doi.org/10.1007/s10182-022-00462-8

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