Statistical Control Charts of I(d) processes
碩士 === 國立中山大學 === 應用數學系研究所 === 90 === Long range dependent processes occur in many fields, it is important to monitor these processes to early detect their shifts. This paper considers the problem of detecting changes in an I(d) process or an ARFIMA(p,d,q) process by statistical control charts. The...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2002
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Online Access: | http://ndltd.ncl.edu.tw/handle/99301627143930244443 |