AN ANALYTICAL SOLUTION OF ARL OF EWMA PROCEDURE FOR SAR(P)_L PROCESS WITH EXPONENTIAL WHITE NOISE

DOI10.17654/FJMSDEC2015_831_843zbMath1388.62265OpenAlexW2519664689MaRDI QIDQ2796423

Kanita Petcharat

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/9445.htm

zbMATH Keywords

average run length (ARL)Fredholm integralcumulative sum chart (CUSUM)exponentially weighted moving average chart (EWMA)moving average observation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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