scientific article; zbMATH DE number 7508949

MaRDI QIDQ5069586zbMATH OpenFDO

Authors Suvimol Phanyaem

Publication date 19 April 2022

Full work available at URL https://ph02.tci-thaijo.org/index.php/thaistat/article/view/244526

zbMATH Keywords

explicit formulaFredholm integral equationexponentially weighted moving averageautoregressive integrated moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Fredholm integral equations (45B05)

Cites work

• scientific article; zbMATH DE number 6739182 (Why is no real title available?)
• A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts
• Average run length of cumulative sum control charts for \(\mathrm{SARMA}(1, 1)_{\mathrm{L}}\) models
• CONTINUOUS INSPECTION SCHEMES
• Exact solution of average run length of EWMA chart for MA\((q)\) processes
• Explicit analytical solutions for the average run length of CUSUM and EWMA charts
• Explicit formulas of average run length for \(\mathrm{ARMA}(1, 1)\) process of CUSUM control chart

Cited in

(2)

• Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure
• scientific article; zbMATH DE number 7524262 (Why is no real title available?)

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