Simultaneous identification of mean shift and correlation change in AR(1) processes

10.1080/00207540512331311822

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Main Author: Brian Hwarng, H.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/115930
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1159302023-10-25T21:51:41Z Simultaneous identification of mean shift and correlation change in AR(1) processes Brian Hwarng, H. DECISION SCIENCES Autocorrelation Average run length Back-propagation Neural networks Simultaneous identification Statistical process control 10.1080/00207540512331311822 International Journal of Production Research 43 9 1761-1783 IJPRB 2014-12-12T07:34:16Z 2014-12-12T07:34:16Z 2005-05-01 Article Brian Hwarng, H. (2005-05-01). Simultaneous identification of mean shift and correlation change in AR(1) processes. International Journal of Production Research 43 (9) : 1761-1783. ScholarBank@NUS Repository. https://doi.org/10.1080/00207540512331311822 00207543 http://scholarbank.nus.edu.sg/handle/10635/115930 000228268400003 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Autocorrelation
Average run length
Back-propagation
Neural networks
Simultaneous identification
Statistical process control
spellingShingle Autocorrelation
Average run length
Back-propagation
Neural networks
Simultaneous identification
Statistical process control
Brian Hwarng, H.
Simultaneous identification of mean shift and correlation change in AR(1) processes
description 10.1080/00207540512331311822
author2 DECISION SCIENCES
author_facet DECISION SCIENCES
Brian Hwarng, H.
format Article
author Brian Hwarng, H.
author_sort Brian Hwarng, H.
title Simultaneous identification of mean shift and correlation change in AR(1) processes
title_short Simultaneous identification of mean shift and correlation change in AR(1) processes
title_full Simultaneous identification of mean shift and correlation change in AR(1) processes
title_fullStr Simultaneous identification of mean shift and correlation change in AR(1) processes
title_full_unstemmed Simultaneous identification of mean shift and correlation change in AR(1) processes
title_sort simultaneous identification of mean shift and correlation change in ar(1) processes
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/115930
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