Schmid, Wolfgang; Okhrin, Yarema - In: Statistics & Decisions 21 (2003) 1, pp. 79-92
Abstract In this paper we consider a general control scheme. The control statistic Z t is equal to an arbitrary weighted sum of the past observations X t ,..., X 1 . This approach covers most of the applied control schemes like for instance moving average, EWMA and ARMA(1,1) charts. The process...