On Capability Indices for Multivariate Autocorrelated Processes
In this paper the effects of the autocorrelation on some multivariate capability indices commonly used for independent processes are discussed and a correction is proposed. Some results are shown for VARMA(1,1) and VAR(1) time series processes under the multivariate normality assumption and the pro...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Associação Brasileira de Engenharia de Produção (ABEPRO)
2011-12-01
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| Series: | Brazilian Journal of Operations & Production Management |
| Subjects: | |
| Online Access: | https://bjopm.emnuvens.com.br/bjopm/article/view/133 |