Detection of abrupt changes in count data time series cumulative sum derivations for INARCH (1) models.

The INARCH(1) model has been proposed in the literature as a simple, but practically relevant, two-parameter model for processes of overdispersed counts with an autoregressive serial dependence structure. In this research, we develop approaches for monitoring INARCH(1) processes for detecting shifts...

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Detaylı Bibliyografya
Yayımlandı:Journal of Quality Technology 44, 3 (2012).
Yazar: Weib, Christian H.
Diğer Yazarlar: Testik, Murat Caner
Materyal Türü: Makale
Dil:English
Konular: