Optimal Alarm Systems for Count Processes

DOI10.1080/03610920802082474MaRDI QIDQ5494950zbMATH OpenOpenAlexFDO

Authors Magda Monteiro, Isabel Pereira, Manuel G. Scotto

Publication date 30 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10773/4430

zbMATH Keywords

autoregressive processescount processesoptimal alarm systems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic models in economics (91B70)

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Cites work

• A Bayesian Approach to Event Prediction
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Cited in

(8)

• Optimal alarm systems for autoregressive processes. A Bayesian approach
• Integer-valued autoregressive processes with periodic structure
• Alarm system for insurance companies: a strategy for capital allocation
• Alarm systems and catastrophes from a diverse point of view
• Integer-valued self-exciting threshold autoregressive processes
• Optimal alarm systems for FIAPARCH processes
• Thinning-based models in the analysis of integer-valued time series: a review
• On periodic integer-valued moving average (INMA (q)) models

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