Numerical integral equation method of average run length on EWMA control chart for long-memory process with ARFIMA model
zbMATH Open1370.65006MaRDI QIDQ5283675FDOQ5283675
Authors: R. Sunthornwat, Y. Areepong, S. Sukparungsee 
Publication date: 24 July 2017
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time seriesaverage run lengthcontrol chartexponentially weighted moving averagenumerical integral equation methodautoregressive fractionally integrated moving average process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical design (62L05) Stochastic approximation (62L20)
Cited In (6)
- Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths
- Numerical integral equation method for ARL of CUSUM chart for long-memory process with non-seasonal and seasonal ARFIMA models
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
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