Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model

Piyatida Phanthuna, Yupaporn Areepong, Saowanit Sukparungsee. Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model. Communications in Statistics - Simulation and Computation, 52(9):4260-4279, September 2023. [doi]

Abstract

Abstract is missing.