Comparison of the ARL<sub>1</sub> values obtained using the analytical and numerical ARL methods for long-memory SARFIMAX(<i>P</i>, <i>D</i>, <i>Q</i>, <i>r</i>)<sub><i>s</i></sub> processes with exponential white noise on a CUSUM control chart for ARL<sub>0</sub> = 370 with Φ<sub>1</sub> = 0.1, Φ<sub>2</sub> = 0.2, Θ<sub>1</sub> = 0.1, and <i>ω</i><sub>1</sub> = 0.5.
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Comparison of the ARL1 values obtained using the analytical and numerical ARL methods for long-memory SARFIMAX(P, D, Q, r)s processes with exponential white noise on a CUSUM control chart for ARL0 = 370 with Φ1 = 0.1, Φ2 = 0.2, Θ1 = 0.1, and ω1 = 0.5.
创建时间:
2022-02-25



