Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart

DOI10.1080/23311835.2017.1358536zbMath1426.62393OpenAlexW2738252577WikidataQ115549380 ScholiaQ115549380MaRDI QIDQ5193451

Yupaporn Areepong, Saowanit Sukparungsee, Rapin Sunthornwat

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2017.1358536

zbMATH Keywords

ARFIMA processEWMA control chartaverage run lengthnumerical integral equation

Mathematics Subject Classification ID

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

Related Items (2)

Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model ⋮ Unnamed Item

Cites Work

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