In some statistical process control applications, the combination of both variable and attribute quality characteristics which are correlated represents the quality of the product or the process. In such processes, identification the time of manifesting the out-of-control states can help the...

In some statistical process control applications, the combination of both variable and attribute quality characteristics which are correlated represents the quality of the product or the process. In such processes, identification the time of manifesting the out-of-control states can help the...

We consider a multidimensional Ito process Y=(Y_t), t in [0,T], with some unknown drift coefficient process b_t and volatility coefficient sigma(X_t,theta) with covariate process X=(X_t), t in[0,T], the function sigma(x,theta) being known up to theta in Theta. For this model we consider a change...