Process capability analysis for serially dependent processes of Poisson counts

DOI10.1080/00949655.2010.533178zbMath1431.62694OpenAlexW2119243829MaRDI QIDQ4913955

Christian H. Weiß

Publication date: 17 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.533178

zbMATH Keywords

estimationhigher-order momentsstatistical process controlPoisson INAR(1) modelcapability index

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 (13)

The effects of additive outliers in INAR(1) process and robust estimation ⋮ Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion ⋮ Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry ⋮ On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart ⋮ CLAR(1) point forecasting under estimation uncertainty ⋮ Testing for Poisson arrivals in INAR(1) processes ⋮ A Poisson INAR(1) model with serially dependent innovations ⋮ Bootstrapping INAR models ⋮ INAR(1) processes with inflated-parameter generalized power series innovations ⋮ SPC methods for time-dependent processes of counts—A literature review ⋮ Improved estimation for Poisson INAR(1) models ⋮ Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

Cites Work

• Unnamed Item
• Estimation in conditional first order autoregression with discrete support
• Serial dependence and regression of Poisson INARMA models
• Discrete analogues of self-decomposability and stability
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• A robust process capability index
• Estimating process capability indexes for autocorrelated data
• A process capability index for discrete processes
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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