scientific article; zbMATH DE number 7734368
From MaRDI portal
Publication:6138399
Publication date: 5 September 2023
Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/249010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
integral equationaverage run length (ARL)fractionally integrated moving average process with exogenous variable
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- EWMA control charts for detecting changes in the mean of a long-memory process
- On average run lengths of control charts for autocorrelated processes
- Bayesian prediction in threshold autoregressive models with exponential white noise
- Distribution-free cumulative sum control charts using bootstrap-based control limits
- Sequential analysis. Tests and confidence intervals
- Long memory processes and fractional integration in econometrics
- The effect of serial correlation on the in-control average run length of cumulative score charts
- ARFIMAX and ARFIMAX-TARCH realized volatility modeling
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Performance of CUSUM Control Schemes for Serially Correlated Observations
- A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
- The Effect of Serial Correlation on the Performance of CUSUM Tests
- Bayesian estimation of an AR(1) process with exponential white noise
- 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
This page was built for publication:
