Monitoring correlated processes with binomial marginals

DOI10.1080/02664760802468803zbMath1473.62398OpenAlexW2110005714MaRDI QIDQ3183900

Christian H. Weiß

Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802468803

zbMATH Keywords

case studycontrol chartsstatistical process controlbinomial AR(1) 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)

Related Items (24)

SUPERPOSITIONED STATIONARY COUNT TIME SERIES ⋮ Binomial AR(1) processes: moments, cumulants, and estimation ⋮ Bivariate binomial autoregressive models ⋮ Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry ⋮ Modeling zero inflation in count data time series with bounded support ⋮ Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ Binomial AR(1) processes with innovational outliers ⋮ BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING ⋮ EWMA control charts for monitoring correlated counts with finite range ⋮ Inference in binomial AR(1) models ⋮ An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts ⋮ Control charts based on dependent count data with deflation or inflation of zeros ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application ⋮ On eigenvalues of the transition matrix of some count-data Markov chains ⋮ Chain Binomial Models and Binomial Autoregressive Processes ⋮ On ARL-unbiased c-charts for INAR(1) Poisson counts ⋮ Two classes of dynamic binomial integer-valued ARCH models ⋮ Jumps in binomial AR(1) processes ⋮ Threshold autoregression analysis for finite-range time series of counts with an application on measles data ⋮ SPC methods for time-dependent processes of counts—A literature review ⋮ A multinomial autoregressive model for finite-range time series of counts ⋮ A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion ⋮ Goodness-of-fit tests for binomial AR(1) processes

Cites Work

• Unnamed Item
• Discrete analogues of self-decomposability and stability
• Monitoring observations generated from a binomial distribution using modified exponentially weighted moving average control chart
• Binomial autoregressive moving average models
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics

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