The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure

DOI10.1134/S1995080218030216zbMath1404.62149OpenAlexW2802310906WikidataQ129968454 ScholiaQ129968454MaRDI QIDQ722305

Piyapatr Busababodhin, Li-Li Zhang

Publication date: 23 July 2018

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080218030216

zbMATH Keywords

numerical integrationFredholm integral equationBanach's fixed point theoremaverage run lengthcumulative sumautoregressive integrated moving average

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 (2)

Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise ⋮ Unnamed Item

Cites Work

• Estimation for first-order autoregressive processes with positive or bounded innovations
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• Bayesian analysis of non-negative ar(2) processes
• A Statistical Control Chart for Stationary Process Data
• EVVMA and cusum control charts in the presence of correlation
• ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
• An approach to the probability distribution of cusum run length
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