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...

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Bibliographic Details
Main Authors: Chi-Ling Wang, 王琪玲
Other Authors: Mei-Hui Guo
Format: Others
Language:en_US
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/99301627143930244443