scientific article; zbMATH DE number 7524262

zbMath1486.62318MaRDI QIDQ5074855

Saowanit Sukparungsee, Yupaporn Areepong, Kotchaporn Karoon

Publication date: 10 May 2022

Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/246348

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zbMATH Keywords

autoregressiveexplicit formulasEWMA control chartchange point detectionnumerical integral equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

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• On the average run lengths of quality control schemes using a Markov chain approach
• A new generalization of the Banach contraction principle
• EXPLICIT FORMULAS OF AVERAGE RUN LENGTH FOR ARIMA $(p, d, q)(P, D, Q)_L$ PROCESS OF CUSUM CONTROL CHART
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Cusum procedure for monitoring variability
• A Statistical Control Chart for Stationary Process Data
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• CONTINUOUS INSPECTION SCHEMES

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