Gonçalves, Esmeralda; Leite, Joana; Mendes-Lopes, Nazaré - In: Statistical Papers 54 (2013) 1, pp. 1-19
In this article we consider the modified Shewhart control chart for ARCH processes and introduce it for threshold ARCH (TARCH) ones. For both charts, we determine bounds for the distribution of the in-control run length (RL) and, consequently, for its average (ARL), both depending only on the...