Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model (Q6082991)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7773963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model |
scientific article; zbMATH DE number 7773963 |
Statements
Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model (English)
0 references
7 December 2023
0 references
autoregressive model
0 references
average run length
0 references
explicit formula
0 references
integral equation
0 references
modified EWMA
0 references
0 references
0 references
