Argon Chen, E. A. Elsayed. Design and Performance Analysis of the Exponentially Weighted Moving Average Mean Estimate for Processes Subject to Random Step Changes. Technometrics, 44(4):379-389, 2002. [doi]
@article{ChenE02,
title = {Design and Performance Analysis of the Exponentially Weighted Moving Average Mean Estimate for Processes Subject to Random Step Changes},
author = {Argon Chen and E. A. Elsayed},
year = {2002},
doi = {10.1198/004017002188618572},
url = {http://dx.doi.org/10.1198/004017002188618572},
researchr = {https://researchr.org/publication/ChenE02},
cites = {0},
citedby = {0},
journal = {Technometrics},
volume = {44},
number = {4},
pages = {379-389},
}