scientific article; zbMATH DE number 7734368

MaRDI QIDQ6138399zbMATH OpenFDO

Authors Wilasinee Peerajit

Publication date 5 September 2023

Full work available at URL https://ph02.tci-thaijo.org/index.php/thaistat/article/view/249010

zbMATH Keywords

integral equationaverage run length (ARL)fractionally integrated moving average process with exogenous variable

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 837677 (Why is no real title available?)
• scientific article; zbMATH DE number 7154731 (Why is no real title available?)
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• EWMA control charts for detecting changes in the mean of a long-memory process
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• Fractional differencing
• Long memory processes and fractional integration in econometrics
• On average run lengths of control charts for autocorrelated processes
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Sequential analysis. Tests and confidence intervals
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• The effect of serial correlation on the in-control average run length of cumulative score charts

Cited in

(2)

• On designing of extended EWMA control chart for detecting mean shifts and its application
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart

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