Detecting mean increases in Poisson INAR(1) processes with EWMA control charts

DOI10.1080/02664760903406520OpenAlexW2127084686MaRDI QIDQ5124769

Christian H. Weiß

Publication date: 30 September 2020

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

Full work available at URL: https://doi.org/10.1080/02664760903406520

zbMATH Keywords

robustnessPoisson INAR(1) modelCUSUM chartMarkov chain approach\(c\) chartARL performances-EWMA chart

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

Poisson QMLE for change-point detection in general integer-valued time series models ⋮ EWMA control charts for monitoring correlated counts with finite range ⋮ Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model ⋮ An ARL-unbiased thinning-based EWMA chart to monitor counts ⋮ SPC methods for time-dependent processes of counts—A literature review ⋮ Detection of Changes in INAR Models ⋮ Changepoint detection in non-exchangeable data ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations

Cites Work

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• Statistical control charts for shifted generalized poisson distribution
• Counted Data CUSUM's
• On modelling overdispersion of counts
• Analysis of Autocorrelations in Dynamic Processes
• An approach to the probability distribution of cusum run length

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