STATISTICAL PROCESS CONTROL OF AUTOCORRELATED DATA EXHIBITING GEOMETRIC BROWNIAN MOTION: ARITHMETIC RETURN MODEL APPROACH

  • C. P. Buba
  • I. J. Dike
  • S. S. Abdulkadir
  • E. Torsen
Keywords: Statistical process control, Geometric Brownian Motion (GBM), Autocorrelated data

References

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Published
2025-01-31
How to Cite
BubaC. P., DikeI. J., AbdulkadirS. S., & TorsenE. (2025). STATISTICAL PROCESS CONTROL OF AUTOCORRELATED DATA EXHIBITING GEOMETRIC BROWNIAN MOTION: ARITHMETIC RETURN MODEL APPROACH. FUDMA JOURNAL OF SCIENCES, 9(1), 292 - 300. https://doi.org/10.33003/fjs-2025-0901-3185