Estimating monotonic change in the rate and dependence parameters of INAR(1) process (Case study: IP counts data)

DOI10.1080/03610918.2016.1143101zbMath1462.62521OpenAlexW2404874083MaRDI QIDQ4593830

Amirhossein Amiri, Atefeh Ashuri

Publication date: 15 November 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1143101

zbMATH Keywords

c-EWMA control chartIP counts datamonotonic changepooled-adjacent-violator algorithmrate and dependence parameters

Mathematics Subject Classification ID

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

This page was built for publication: Estimating monotonic change in the rate and dependence parameters of INAR(1) process (Case study: IP counts data)