Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart (Q6589815)
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scientific article; zbMATH DE number 7898925
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| English | Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart |
scientific article; zbMATH DE number 7898925 |
Statements
Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart (English)
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20 August 2024
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average run length
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analytical integral equation
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numerical integral equation (NIE) method
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