Pages that link to "Item:Q945823"

The following pages link to Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823):

Displaying 5 items.

• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure (Q722305) (← links)
• Some properties of the EWMA control chart in the presence of autocorrelation (Q1364750) (← links)
• The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (Q2745543) (← links)
• A single-featured EWMA-<i>X</i>control chart for detecting shifts in process mean and standard deviation (Q5124940) (← links)
• A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (Q5408482) (← links)