Developing average run length for monitoring changes in the mean on the presence of long memory under seasonal fractionally integrated max model

HIGHLIGHTS

• who: White Noise and colleagues from the Faculty of Applied Science, King Mongkut`s University of Technology North Bangkok (KMUTNB), Thailand have published the research: Developing Average Run Length for Monitoring Changes in the Mean on the Presence of Long Memory under Seasonal Fractionally Integrated MAX Model, in the Journal: (JOURNAL)
• what: An illustrative case study is provided to show the efficacy of the proposed explicit formulas with processes involving real data. In Sections 3, the authors provide solutions for the exact ARL in the above scenario using explicit formulas via an IE and an . . .
  

   

  

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