Phase I monitoring and change point estimation of autocorrelated poisson regression profiles

DOI10.1080/03610926.2017.1402052MaRDI QIDQ5075463

Philippe Castagliola, Amirhossein Amiri, Mohammad Maleki, Ali Reza Taheriyoun

Publication date: 16 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1402052

zbMATH Keywords

likelihood ratio test; change point; phase I; signal probability; within-profile autocorrelation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P30: Applications of statistics in engineering and industry; control charts

Related Items

A spatial rank-based EWMA chart for monitoring linear profiles, The effect of aggregating multivariate count data using Poisson profiles, The effect of parameter estimation on phase II monitoring of poisson regression profiles, Phase II monitoring of logistic regression profiles with estimated parameters

Cites Work

• Modeling time series of counts with COM-Poisson INGARCH models
• Monitoring Multivariate Simple Linear Profiles in the Presence of between Profile Autocorrelation
• Phase II monitoring of binary profiles in the presence of within-profile autocorrelation based on Markov Model
• Integer-Valued GARCH Process
• Phase I monitoring of generalized linear model-based regression profiles
• On the Monitoring of Autocorrelated Linear Profiles