Monitoring Processes with Changing Variances
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- Chen, Yikai & Corr, David J. & Durango-Cohen, Pablo L., 2014. "Analysis of common-cause and special-cause variation in the deterioration of transportation infrastructure: A field application of statistical process control for structural health monitoring," Transportation Research Part B: Methodological, Elsevier, vol. 59(C), pages 96-116.
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KeywordsControl charts; count data; GARCH; heteroscedasticity; innovations; state space; statistical process control;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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