Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart (Q6589815)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart |
scientific article; zbMATH DE number 7898925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart |
scientific article; zbMATH DE number 7898925 |
Statements
Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart (English)
0 references
20 August 2024
0 references
average run length
0 references
analytical integral equation
0 references
numerical integral equation (NIE) method
0 references
0 references
