Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
© 2021 Informa UK Limited, trading as Taylor & Francis Group.
| Publié dans: | Journal of applied statistics. - 1991. - 49(2022), 7 vom: 17., Seite 1821-1847 |
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| Auteur principal: | |
| Autres auteurs: | , |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2022
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| Accès à la collection: | Journal of applied statistics |
| Sujets: | Journal Article CUSUM chart Combined jumps chart EWMA chart conditional maximum likelihood inflated distribution integer-valued time series |
| Résumé: | © 2021 Informa UK Limited, trading as Taylor & Francis Group. To analyse count time series data inflated at the r + 1 values { 0 , 1 , … , r } , we propose a new first-order integer-valued autoregressive process with r-geometrically inflated Poisson innovations. Some statistical properties together with conditional maximum likelihood estimate are provided. For the purpose of statistical monitoring, we focus on the cumulative sum chart, exponentially weighted moving average chart and combined jumps chart towards the proposed process. Numerical simulations indicate that the conditional maximum likelihood estimator is unbiased. Moreover, the cumulative sum chart is the best choice to monitor our model in practice. Some applications about telephone complaints data are provided to illustrate the proposed methods |
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| Description: | Date Revised 16.07.2022 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2021.1884206 |