One‐ and two‐sided monitoring schemes for BINARCH(1) processes

In this article we propose and study one‐ and two‐sided control charts for monitoring a first order binomial integer‐valued ARCH process. This model can be used for modeling integer‐valued time series of counts with a finite support, which also exhibit overdispersion. We consider Shewhart as well as...

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Veröffentlicht in:	Applied stochastic models in business and industry 2022-03, Vol.38 (2), p.262-286
Hauptverfasser:	Anastasopoulou, Maria, Rakitzis, Athanasios C.
Format:	Artikel
Sprache:	eng
Schlagworte:	average run length BINARCH model Control charts Eurozone inflation data Integers Monitoring overdispersion Process parameters rounding operation Series (mathematics) statistical process control s‐EWMA chart
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