Jumps in binomial AR(1) processes
We consider the binomial AR(1) model for serially dependent processes of binomial counts. After a review of its definition and known properties, we investigate marginal and serial properties of jumps in such processes. Based on these results, we propose the jumps control chart for monitoring a binomial AR(1) process. We show how to evaluate the performance of this control chart and give design recommendations.
Year of publication: |
2009
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Authors: | Weiß, Christian H. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 19, p. 2012-2019
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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