Bounds for the Distribution of the Run Length of Geometric Moving Average Charts

DOI10.2307/2347265zbMath0608.62127OpenAlexW2516304413MaRDI QIDQ3747579

Karl-Heinz Waldmann

Publication date: 1986

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347265

zbMATH Keywords

numerical resultsupper and lower boundsaverage run lengthpercentage pointsdistribution of run lengthgeometric moving average scheme

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Stopping times; optimal stopping problems; gambling theory (60G40)

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