Jumps in binomial AR(1) processes

DOI10.1016/j.spl.2009.06.010zbMath1171.62054OpenAlexW2101479387MaRDI QIDQ731941

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

Mathematics Subject Classification ID

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

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Cites Work

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• Discrete analogues of self-decomposability and stability
• Thinning operations for modeling time series of counts -- a survey
• Monitoring correlated processes with binomial marginals
• An approach to the probability distribution of cusum run length

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