Jumps in binomial AR(1) processes

DOI10.1016/J.SPL.2009.06.010zbMATH Open1171.62054OpenAlexW2101479387MaRDI QIDQ731941FDOQ731941

Authors: Christian H. Weiß 

Publication date: 9 October 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.06.010

Recommendations

• Monitoring correlated processes with binomial marginals
• Controlling jumps in correlated processes of Poisson counts
• A binary control chart to detect small jumps
• Control charts for monitoring correlated counts with a finite range
• Binomial autoregressive moving average models

Mathematics Subject Classification ID

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

Cites Work

• Discrete analogues of self-decomposability and stability
• Thinning operations for modeling time series of counts -- a survey
• Title not available (Why is that?)
• Title not available (Why is that?)
• An approach to the probability distribution of cusum run length
• Controlling jumps in correlated processes of Poisson counts
• Monitoring correlated processes with binomial marginals

Cited In (20)

• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
• Monitoring correlated processes with binomial marginals
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• Two classes of dynamic binomial integer-valued ARCH models
• An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
• Controlling jumps in correlated processes of Poisson counts
• Chain binomial models and binomial autoregressive processes
• INARCH(1) processes: Higher-order moments and jumps
• Poisson–geometric INAR(1) process for modeling count time series with overdispersion
• Extended binomial AR(1) processes with generalized binomial thinning operator
• Constrained estimation for the binomial AR(1) model: on Bayesian approach
• A skew INAR(1) process on \(\mathbb {Z}\)
• Statistical inference for the covariates-driven binomial AR(1) process
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• Binomial AR(1) processes with innovational outliers
• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data

This page was built for publication: Jumps in binomial AR(1) processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q731941)