scientific article; zbMATH DE number 7154731

MaRDI QIDQ5210841zbMATH OpenFDO

Authors Wilasinee Peerajit, Y. Areepong, S. Sukparungsee

Publication date 21 January 2020

zbMATH Keywords

ARFIMA\((p,d,q)\) process, SARFIMA\((P,D,Q)\)s processaverage run length (ARL)chartcumulative sum (CUSUM)exponential white noisenumerical integral (NIE) method

Mathematics Subject Classification ID

White noise theory (60H40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20)

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Cited in

(10)

• Cumulative sum control chart applied to monitor shifts in the mean of a long-memory \(\text{ARFIMAX}(p,d^*,q,r)\) process with exponential white noise
• scientific article; zbMATH DE number 7524262 (Why is no real title available?)
• The effectiveness of CUSUM control chart for trend stationary seasonal autocorrelated data
• Improving the quality of Higher Education teaching through the exploitation of student evaluations and the use of control charts
• Numerical integral equation method of average run length on EWMA control chart for long-memory process with ARFIMA model
• Numerical integral equation method for ARL of CUSUM chart for long-memory process with non-seasonal and seasonal ARFIMA models
• Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model
• scientific article; zbMATH DE number 7734368 (Why is no real title available?)
• 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
• Higher education teaching and exploitation of student evaluations through the use of control charts: revisited and expanded

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