Exact expression of average run length of EWMA chart for SARIMA(P,D,Q)_L procedure

MaRDI QIDQ2815879zbMATH OpenFDO

Authors Piyaphon Paichit, Y. Areepong, S. Sukparungsee

Publication date 30 June 2016

Published in International Journal of Applied Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL http://www.ceser.in/ceserp/index.php/ijamas/article/view/3361

zbMATH Keywords

average run length (ARL)exponentially weighted moving average (EWMA)seasonal autoregressive integrated moving average

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

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(9)

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• An integral equation procedure for average run length of control chart of ARX(p) processes
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