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