Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations.
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ABSTRACT:
SUBMITTER: Li C
PROVIDER: S-EPMC9042095 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Publications
Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations.
Li Cong C Zhang Haixiang H Wang Dehui D
Journal of applied statistics 20210215 7
To analyse count time series data inflated at the <i>r</i> + 1 values { 0 , 1 , … , r } , we propose a new first-order integer-valued autoregressive process with <i>r</i>-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 ...[more]
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