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

Authors

  • C. P. Buba
  • I. J. Dike
  • S. S. Abdulkadir
  • E. Torsen

DOI:

https://doi.org/10.33003/fjs-2025-0901-3185

Keywords:

Statistical process control, Geometric Brownian Motion (GBM), Autocorrelated data

References

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Published

2025-01-31

How to Cite

Buba, C. P., Dike, I. J., Abdulkadir, S. S., & Torsen, E. (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