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Analytical expression of ARL of CUSUM chart for trend AR(\(p\)) process (Q2800459)

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scientific article; zbMATH DE number 6569527
Language Label Description Also known as
English
Analytical expression of ARL of CUSUM chart for trend AR(\(p\)) process
scientific article; zbMATH DE number 6569527

    Statements

    author
    S. Sukparungsee
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    Piyapatr Busabodin
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    Y. Areepong
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    publication date
    15 April 2016
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    zbMATH Keywords
    cumulative sum
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    trend stationary autoregressive model
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    average run length
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    title
    Analytical expression of ARL of CUSUM chart for trend AR(\(p\)) process (English)
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    Identifiers

    Mathematics Subject Classification ID
    62F25
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    62M10
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    62L10
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    zbMATH DE Number
    6569527
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    OpenAlex ID
    W2519246198
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