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

DOI10.1080/03610918.2021.1958847MaRDI QIDQ6082991zbMATH OpenOpenAlexFDO

Authors Piyatida Phanthuna, Y. Areepong, S. Sukparungsee

Publication date 7 December 2023

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1958847

zbMATH Keywords

autoregressive modelaverage run lengthexplicit formulaintegral equationmodified EWMA

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20)

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Cited in

(2)

• scientific article; zbMATH DE number 7142728 (Why is no real title available?)
• scientific article; zbMATH DE number 5586073 (Why is no real title available?)

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