An analytical solution of ARL of EWMA procedure for SAR(P)\(_L\) process with exponential white noise (Q2796423)
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scientific article; zbMATH DE number 6560199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytical solution of ARL of EWMA procedure for SAR(P)\(_L\) process with exponential white noise |
scientific article; zbMATH DE number 6560199 |
Statements
24 March 2016
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exponentially weighted moving average chart (EWMA)
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cumulative sum chart (CUSUM)
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moving average observation
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average run length (ARL)
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Fredholm integral
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An analytical solution of ARL of EWMA procedure for SAR(P)\(_L\) process with exponential white noise (English)
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