Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model

Wilasinee Peerajit, Yupaporn Areepong, Saowanit Sukparungsee. Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model. Communications in Statistics - Simulation and Computation, 48(4):1176-1190, 2019. [doi]

Abstract

Abstract is missing.