Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model (Q6082991)
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scientific article; zbMATH DE number 7773963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model |
scientific article; zbMATH DE number 7773963 |
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Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model (English)
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7 December 2023
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autoregressive model
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average run length
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explicit formula
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integral equation
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modified EWMA
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