The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
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Publication:722305
DOI10.1134/S1995080218030216zbMath1404.62149MaRDI QIDQ722305
Li-Li Zhang, Piyapatr Busababodhin
Publication date: 23 July 2018
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
numerical integration; Fredholm integral equation; Banach's fixed point theorem; average run length; cumulative sum; autoregressive integrated moving average
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
