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Jumps in binomial AR(1) processes

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Author Info
Weiß, Christian H.
Abstract

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.

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Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 79 (2009)
Issue (Month): 19 (October)
Pages: 2012-2019
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Handle: RePEc:eee:stapro:v:79:y:2009:i:19:p:2012-2019

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