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

DOI10.1080/03610918.2019.1580728MaRDI QIDQ5082608zbMATH OpenOpenAlexWikidataFDO

Authors Hanwool Kim, Sangyeol Lee

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1580728

zbMATH Keywords

average run lengthchange point analysisCUSUM chartCUSUM testINAR(1)statistical process control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
• Changepoints in times series of counts
• CONTINUOUS INSPECTION SCHEMES
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Discrete analogues of self-decomposability and stability
• First order non-negative integer valued autoregressive processes with power series innovations
• First-order integer valued AR processes with zero inflated Poisson innovations
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order random coefficient integer-valued autoregressive processes
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1069600 (Why is no real title available?)
• Improved estimation for Poisson INAR(1) models
• Markov chains and stochastic stability
• Monitoring parameter shift with Poisson integer-valued GARCH models
• On first-order integer-valued autoregressive process with Katz family innovations
• On the detection of changes in autoregressive time series. I: Asymptotics.
• Parameter Change Test for Poisson Autoregressive Models
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• Process capability analysis for serially dependent processes of Poisson counts
• SPC methods for time-dependent processes of counts—A literature review
• The Cusum Test for Parameter Change in Regression Models with ARCH Errors
• The Cusum Test for Parameter Change in Time Series Models
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Thinning operations for modeling time series of counts -- a survey

Cited in

(1)

• Monitoring mean shift in INAR(1)s processes based on CLSE-CUSUM procedure

Describes a project that uses

Uses Software

• R

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