Golosnoy, Vasyl; Hildebrandt, Benno; Köhler, Steffen; … - In: AStA Advances in Statistical Analysis 107 (2022) 4, pp. 693-712
purpose, we elaborate on both cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts and … relevance to provide instruments for online monitoring in order to detect its possible changes. In this paper we develop control … charts for online detection of such changes, i.e., from AR(1) to ARMA(1,1) and vice versa, as soon as they occur. For this …