Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries

This paper deals with the necessary and sufficient conditions for non-interaction of the upper-sided and lower-sided EWMAs with reflecting boundaries, the average run length, the Laplace transform of the run length and some analysis under the condition of interaction.

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Year of publication:	2009
Authors:	Li, Zhonghua ; Wang, Zhaojun ; Wu, Zhang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 3, p. 368-374
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053158