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...
| I publikationen: | Journal of Quality Technology 44, 3 (2012). |
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| Materialtyp: | Artikel |
| Språk: | English |
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