Detection capability of the modified EWMA chart for the trend stationary AR(1) model
zbMATH Open1470.62134MaRDI QIDQ5004571FDOQ5004571
Authors: Piyatida Phanthuna, Y. Areepong, S. Sukparungsee
Publication date: 2 August 2021
Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/242814
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Cites Work
- Introduction to Time Series and Forecasting
- Data. A collection of problems from many fields for the student and research worker
- The classical theory of integral equations. A concise treatment.
- On ar(1) processes with exponential white noise
- The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
- Control chart based on likelihood ratio for monitoring linear profiles
- On EWMA procedure for AR(1) observations with exponential white noise
- Title not available (Why is that?)
- Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart
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