publication . Article . 2009

Jumps in binomial AR(1) processes

Weiß, Christian H.;
Open Access English
  • Published: 04 Sep 2009
  • Publisher: Elsevier
Abstract
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 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.
Subjects
free text keywords: Physical Sciences

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publication . Article . 2009

Jumps in binomial AR(1) processes

Weiß, Christian H.;