Jumps in binomial AR(1) processes

Article English OPEN
Weiß , Christian H.;

International audience; 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 ... View more
  • References (7)

    Box, G.E.P., Jenkins, G.M., RPeinsel, G.C., 1994. Time series analysis - Forecasting and control. 3rd edition, Prentice Hall, Inc., New Jersey.

    Brook, D., Evans, D.A., 19E72.An approach to the probability distribution of cusum run length. Biometrika 59(3), 5395-49.

    McKenzie, E., 1985. Some simple models for discrete variate time series. Water Resources Bulletin 21(4), 6456-50.

    Montgomery, D.C., 2005. Introduction to statistical quality control. 5th edition, John Wiley & SCons, Inc., New York.

    Steutel, F.W., van Harn, K., 1979. Discrete analogues of selfd-ecomposability and stability. AnAnals of Probability 7(5), 8938-99.

    Wei,ß C.H., 2008. Thinning operations for modelling time se ries of counts - a survey. Advances in Statistical Analysis 92(3), 3193-41.

    Wei,ß C.H., 2009a. Controlling Correlated Processes with B inomial Marginals Journal of Applied Statistics 36(4), 3994-14.

  • Metrics
Share - Bookmark