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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Foilsithe in:Journal of Quality Technology 44, 3 (2012).
Príomhchruthaitheoir: Weib, Christian H.
Rannpháirtithe: Testik, Murat Caner
Formáid: Alt
Teanga:English
Ábhair: