Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure (Q2796352)
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scientific article; zbMATH DE number 6560140
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| English | Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure |
scientific article; zbMATH DE number 6560140 |
Statements
24 March 2016
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cumulative sum
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autoregressive
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average run length
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average delay
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Gauss-Legendre
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Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure (English)
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0.8960864543914795
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0.8744401335716248
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0.870230495929718
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0.8675054907798767
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0.8670951724052429
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