Numerical Integral Equation Method for ARL of CUSUM Chart for Long-Memory Process with Non-Seasonal and Seasonal ARFIMA Models

  • Wilasinee Peerajit
  • Yupaporn Areepong
  • Saowanit Sukparungsee
Keywords: Average Run Length (ARL), cumulative sum (CUSUM) chart, exponential white noise, Numerical Integral Equation (NIE) method, ARFIMA(p,d,q) process, SARFIMA(P,D,Q)S process

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Published
2018-01-25
Section
Articles