Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model (Q5085924)
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scientific article; zbMATH DE number 7551049
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| English | Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model |
scientific article; zbMATH DE number 7551049 |
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Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model (English)
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30 June 2022
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SARFIMA\((P,D,Q)_S\) process
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average run length \((ARL)\)
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numerical integral equation (NIE) method
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exponential white noise
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