Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model

DOI10.1155/2022/4783090OpenAlexW4293060281WikidataQ114069165 ScholiaQ114069165MaRDI QIDQ2693256

Siaw Li Lee, Li Li Voon, Chee Khium Chen, Chin Ying Liew

Publication date: 20 March 2023

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/4783090

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Foundational topics in statistics (62Axx)

Uses Software

• TSA

Cites Work

• The effect of the autocorrelation on the performance of the \(T^2\) chart
• Multivariate Statistical Process Control with Industrial Applications
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