scientific article; zbMATH DE number 7524246

zbMath1486.62319MaRDI QIDQ5074826

Wilasinee Peerajit

Publication date: 10 May 2022

Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/245854

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zbMATH Keywords

exponential white noiseARFIMA with exogenous variablesnumerical integral equation (NIE) method

Mathematics Subject Classification ID

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

Related Items (1)

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Cites Work

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• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES

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