scientific article; zbMATH DE number 7377391

zbMath1470.62134MaRDI QIDQ5004571

Saowanit Sukparungsee, Piyatida Phanthuna, Yupaporn Areepong

Publication date: 2 August 2021

Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/242814

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

autoregressive modelexplicit formulaaverage run length (ARL)exponential white noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics in engineering and industry; control charts (62P30) White noise theory (60H40)

Uses Software

• itsmr

Cites Work

• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• Control chart based on likelihood ratio for monitoring linear profiles
• Data. A collection of problems from many fields for the student and research worker
• The Classical Theory of Integral Equations
• On ar(1) processes with exponential white noise
• Introduction to Time Series and Forecasting
• Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart
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