Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model

DOI10.1080/03610918.2017.1408821OpenAlexW2780398160MaRDI QIDQ5085924

Saowanit Sukparungsee, Wilasinee Peerajit, Yupaporn Areepong

Publication date: 30 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1408821

zbMATH Keywords

exponential white noisenumerical integral equation (NIE) methodaverage run length \((ARL)\)SARFIMA\((P,D,Q)_S\) process

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

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