AN INTEGRAL EQUATION PROCEDURE FOR AVERAGE RUN LENGTH OF CONTROL CHART OF ARX(p) PROCESSES

DOI10.17654/MS099030359zbMath1335.62162OpenAlexW2519229065MaRDI QIDQ2796379

Piyaphon Paichit

Publication date: 24 March 2016

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9551.htm

zbMATH Keywords

average run length (ARL)autoregressive with explanatory variable (ARX(\(p\)))exponentially weighted moving average (EWMA)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics in engineering and industry; control charts (62P30)

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