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Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure - MaRDI portal

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Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure (Q2796352)

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scientific article; zbMATH DE number 6560140
Language Label Description Also known as
English
Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure
scientific article; zbMATH DE number 6560140

    Statements

    author
    Piyapatr Busababodin
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    Y. Areepong
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    S. Sukparungsee
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    publication date
    24 March 2016
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    zbMATH Keywords
    cumulative sum
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    autoregressive
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    average run length
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    average delay
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    Gauss-Legendre
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    title
    Analytical expression of ARL for AR(\(p\)) on exponential CUSUM procedure (English)
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    Identifiers

    zbMATH DE Number
    6560140
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    OpenAlex ID
    W2520530335
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