Monitoring a class of discrete point processes

A discrete, non‐negative integer‐valued, stationary point process was proposed by Neuts and Pearce as a model for teletraffic packet streams. We examine a data‐analytic approach to develop a monitoring scheme for that point process. Monitoring is a procedure of tracking a stochastic process to identity quickly the development of anomalous situations in the evolution of the point process and to detect the assignable causes to account for such conditions. Numerical results are presented to illustrate the performance of the monitoring scheme.