scientific article; zbMATH DE number 7524267

zbMath1486.62320MaRDI QIDQ5074866

Kanita Petcharat

Publication date: 10 May 2022

Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/246353

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

zbMATH Keywords

autoregressive processaverage run lengthintegral equation approachcumulative sum control chart

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

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• ANALYTICAL EXPRESSION OF ARL OF CUSUM CHART FOR TREND AR(p) PROCESS
• Evaluatiok of optimum weights and average run lenghts in ewma control schemes
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES

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