ANALYTICAL EXPRESSION OF ARL OF CUSUM CHART FOR TREND AR(p) PROCESS

DOI10.17654/FJMSNOV2015_777_796zbMath1336.62105OpenAlexW2519246198MaRDI QIDQ2800459

Piyapatr Busabodin, Yupaporn Areepong, Saowanit Sukparungsee

Publication date: 15 April 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/9399.htm

zbMATH Keywords

average run lengthcumulative sumtrend stationary autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Sequential statistical analysis (62L10)

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