On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608): Difference between revisions

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scientific article; zbMATH DE number 7545607

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English	On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart	scientific article; zbMATH DE number 7545607

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instance of

scholarly article

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title

On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (English)

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Communications in Statistics - Simulation and Computation

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publication date

21 June 2022

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zbMATH Keywords

INAR(1)

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CUSUM test

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statistical process control

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CUSUM chart

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average run length

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change point analysis

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describes a project that uses

R

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610918.2019.1580728

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cites work

FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties

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Improved estimation for Poisson INAR(1) models

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First order non-negative integer valued autoregressive processes with power series innovations

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Q4348180

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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

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Changepoints in times series of counts

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Q4356562

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Asymptotic properties of CLS estimators in the Poisson AR(1) model

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Monitoring parameter shift with Poisson integer-valued GARCH models

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On the detection of changes in autoregressive time series. I: Asymptotics.

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First‐order integer valued AR processes with zero inflated poisson innovations

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Parameter Change Test for Poisson Autoregressive Models

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On first-order integer-valued autoregressive process with Katz family innovations

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The Cusum Test for Parameter Change in Time Series Models

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Parameter change test for zero-inflated generalized Poisson autoregressive models

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The Cusum Test for Parameter Change in Regression Models with ARCH Errors

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Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

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Markov chains and stochastic stability

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CONTINUOUS INSPECTION SCHEMES

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Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses

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A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model

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Discrete analogues of self-decomposability and stability

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Thinning operations for modeling time series of counts -- a survey

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Process capability analysis for serially dependent processes of Poisson counts

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SPC methods for time-dependent processes of counts—A literature review

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First-order random coefficient integer-valued autoregressive processes

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Identifiers

zbMATH Open document ID

1489.62392

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DOI

10.1080/03610918.2019.1580728

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5082608

@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
+Normal rank
@@ Property / cites work @@
+Improved estimation for Poisson INAR(1) models
@@ Property / cites work: Improved estimation for Poisson INAR(1) models / rank @@
+Normal rank
@@ Property / cites work @@
+First order non-negative integer valued autoregressive processes with power series innovations
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
@@ Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Changepoints in times series of counts
@@ Property / cites work: Changepoints in times series of counts / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356562
@@ Property / cites work: Q4356562 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of CLS estimators in the Poisson AR(1) model
+Normal rank
@@ Property / cites work @@
+Monitoring parameter shift with Poisson integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+On the detection of changes in autoregressive time series. I: Asymptotics.
+Normal rank
@@ Property / cites work @@
+First‐order integer valued AR processes with zero inflated poisson innovations
+Normal rank
@@ Property / cites work @@
+Parameter Change Test for Poisson Autoregressive Models
+Normal rank
@@ Property / cites work @@
+On first-order integer-valued autoregressive process with Katz family innovations
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Time Series Models
+Normal rank
@@ Property / cites work @@
+Parameter change test for zero-inflated generalized Poisson autoregressive models
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
+Normal rank
@@ Property / cites work @@
+Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
+Normal rank
@@ Property / cites work @@
+Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses
+Normal rank
@@ Property / cites work @@
+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
+Normal rank
@@ Property / cites work @@
+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
+Normal rank
@@ Property / cites work @@
+Discrete analogues of self-decomposability and stability
+Normal rank
@@ Property / cites work @@
+Thinning operations for modeling time series of counts -- a survey
+Normal rank
@@ Property / cites work @@
+Process capability analysis for serially dependent processes of Poisson counts
+Normal rank
@@ Property / cites work @@
+SPC methods for time-dependent processes of counts—A literature review
+Normal rank
@@ Property / cites work @@
+First-order random coefficient integer-valued autoregressive processes
+Normal rank