Monitoring cross-sectional and serially interdependent processes has become a new issue in statistical process control (SPC). In up-to-date SPC literature, Kalman filtering was reported to monitor univariate autocorrelated processes. This paper applies a Kalman filter or state-space method for...

This article analyzes impulse response functions in the context of vector fractionally integrated time series. We derive analytically the restrictions required to identify the structural-form system. As an illustration of the recommended procedure, we carry out an empirical application based on...

In this paper we introduce a spectral control chart that is designed to detect the onset of cyclic behaviour in a process, even in the presence of multiple cycles. This new spectral control chart is based on the periodogram test proposed by Bølviken (1983a, b). While no more difficult to...