The ARIMA(p,d,q) on upper sided of CUSUM procedure

DOI10.1134/S1995080218030216zbMATH Open1404.62149OpenAlexW2802310906WikidataQ129968454 ScholiaQ129968454MaRDI QIDQ722305FDOQ722305

Piyapatr Busababodhin, Lili Zhang

Publication date: 23 July 2018

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080218030216

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zbMATH Keywords

numerical integrationaverage run lengthBanach's fixed point theoremFredholm integral equationcumulative sumautoregressive integrated moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• An approach to the probability distribution of cusum run length
• First-order autoregressive gamma sequences and point processes
• EVVMA and cusum control charts in the presence of correlation
• A Statistical Control Chart for Stationary Process Data
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Exact solution of average run length of EWMA chart for MA\((q)\) processes
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• Infrence for non-negative autoregressive schemes
• On ar(1) processes with exponential white noise
• Bayesian analysis of non-negative ar(2) processes
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• ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
• Title not available (Why is that?)
• EWMA charts for monitoring the mean and the autocovariances of stationary processes
• Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes

Cited In (2)

• Title not available (Why is that?)
• Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise

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