Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model-Reference-Cited by-同舟云学术

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

Published:2021-08-06 Issue: Volume: Page:1-20
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Phanthuna Piyatida¹,Areepong Yupaporn¹^ORCID,Sukparungsee Saowanit¹^ORCID

Affiliation:

1. Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology, North Bangkok, Thailand

Funder

King Mongkut's University of Technology North Bangkok

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2021.1958847

Reference37 articles.

1. EWMA-type scheme for monitoring location parameter using auxiliary information

2. On the efficiency of regression analysis with AR(p) errors

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modification of ARL for detecting changes on the double EWMA chart in time series data with the autoregressive model;Connection Science;2023-06-19

2. Alternative to Detecting Changes in the Mean of an Autoregressive Fractionally Integrated Process with Exponential White Noise Running on the Modified EWMA Control Chart;Processes;2023-02-07

3. Exact Run Length Evaluation on Extended EWMA Control Chart for Autoregressive Process;Intelligent Automation & Soft Computing;2022

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