Shu, Lianjie; Jiang, Wei; Wu, Zhang - In: Computational Statistics & Data Analysis 52 (2008) 9, pp. 4395-4409
This paper proposes using a Markovian-type mean estimating procedure in the conventional cumulative sum (CUSUM) control scheme to update its reference value in an adaptive way. This generalizes a class of Markovian adaptive CUSUM (ACUSUM) schemes to achieve the aim of providing an overall good...