A NEW ESTIMATION PROCEDURE USING A REVERSIBLE JUMP MCMC ALGORITHM FOR AR MODELS OF EXPONENTIAL WHITE NOISE
Author:
Publisher
International Journal of Geomate
Subject
Soil Science,Geotechnical Engineering and Engineering Geology,Building and Construction,Environmental Engineering
Cited by 8 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. Approximating the ARL to Monitor Small Shifts in the Mean of an AR Fractionally Integrated with an exogenous variable Process Running on an EWMAControl Chart;WSEAS TRANSACTIONS ON SYSTEMS;2024-05-20
2. An integral equation approach for average run length of incorporation of exogenous variable in seasonal autoregressive fractionally integrated model;AIP Conference Proceedings;2024
3. Approximating the ARL of Changes in the Mean of a Seasonal Time Series Model with Exponential White Noise Running on a CUSUM Control Chart;WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL;2023-11-15
4. Accurate Average Run Length Analysis for Detecting Changes in a Long-Memory Fractionally Integrated MAX Process Running on EWMA Control Chart;WSEAS TRANSACTIONS ON MATHEMATICS;2023-07-24
5. 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
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