Change-Point Estimation of High-Yield Processes in the Presence of Serial Correlation

Change-point estimation is as an effective method for identifying the time of a change in production and service processes. in most of the statistical quality control literature, it is usually assumed that the quality characteristic of interest is independently and identically distributed over time. it is obvious that this assumption could be easily violated in practice. in this paper, we use maximum likelihood estimation method to estimate when a step change occurs in a high-yield process by allowing a serial correlation between observations. monte carlo simulation is used as a vehicle to evaluate the performance of the proposed method. results indicate satisfactory performance for the proposed method.