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Comparison of the ARL1 values obtained via the analytical and numerical IE methods for detecting changes in the mean of the long-memory SARFIMAX(1, 0.496151, 1 1)12 process on a CUSUM control chart for Φ1 = 1.00, Θ1 = 0.799986, and ω1 = −0.114685.

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Figshare2022-02-25 更新2026-04-28 收录
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Comparison of the ARL1 values obtained via the analytical and numerical IE methods for detecting changes in the mean of the long-memory SARFIMAX(1, 0.496151, 1 1)12 process on a CUSUM control chart for Φ1 = 1.00, Θ1 = 0.799986, and ω1 = −0.114685.

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2022-02-25
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