Controlling jumps in correlated processes of Poisson counts
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Publication:3077490
zbMATH Open1224.62156MaRDI QIDQ3077490FDOQ3077490
Authors: Christian H. Weiß 
Publication date: 22 February 2011
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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 in engineering and industry; control charts (62P30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cited In (16)
- Control charts based on dependent count data with deflation or inflation of zeros
- A parametric time series model with covariates for integers in Z
- Mixed Poisson INAR(1) processes
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- SPC methods for time-dependent processes of counts—A literature review
- On hitting times for Markov time series of counts with applications to quality control
- An ARL-unbiased thinning-based EWMA chart to monitor counts
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- Integer-valued autoregressive processes with periodic structure
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Jumps in binomial AR(1) processes
- On ARL-unbiased c-charts for INAR(1) Poisson counts
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
- INARCH(1) processes: Higher-order moments and jumps
- A skew INAR(1) process on \(\mathbb {Z}\)
- SPC methods for nonstationary correlated count data with application to network surveillance
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