Controlling jumps in correlated processes of Poisson counts
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics in engineering and industry; control charts (62P30)
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(18)- A skew INAR(1) process on \(\mathbb {Z}\)
- On ARL-unbiased c-charts for INAR(1) Poisson counts
- Integer-valued autoregressive processes with periodic structure
- Mixed Poisson INAR(1) processes
- SPC methods for time-dependent processes of counts—A literature review
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
- An ARL-unbiased thinning-based EWMA chart to monitor counts
- A parametric time series model with covariates for integers in Z
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- Control charts based on dependent count data with deflation or inflation of zeros
- On hitting times for Markov time series of counts with applications to quality control
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- INARCH(1) processes: Higher-order moments and jumps
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- SPC methods for nonstationary correlated count data with application to network surveillance
- Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
- Group LASSO for multiple change-point detection in a generalized integer-valued autoregressive model
- Jumps in binomial AR(1) processes
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