Monitoring high-dimensional heteroscedastic processes using rank-based EWMA methods

Zezhong Wang, Rob Goedhart, Inez Maria Zwetsloot. Monitoring high-dimensional heteroscedastic processes using rank-based EWMA methods. Computers & Industrial Engineering, 184:109544, October 2023. [doi]

@article{WangGZ23-4,
  title = {Monitoring high-dimensional heteroscedastic processes using rank-based EWMA methods},
  author = {Zezhong Wang and Rob Goedhart and Inez Maria Zwetsloot},
  year = {2023},
  month = {October},
  doi = {10.1016/j.cie.2023.109544},
  url = {https://doi.org/10.1016/j.cie.2023.109544},
  researchr = {https://researchr.org/publication/WangGZ23-4},
  cites = {0},
  citedby = {0},
  journal = {Computers & Industrial Engineering},
  volume = {184},
  pages = {109544},
}