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Monitoring parameter shift with Poisson integer-valued GARCH models
16 references·1 citing·31 second hop
Monitoring parameter shift with Poisson integer-valued GARCH models (2017)Monitoring parameter shift with Poisson i…Zero-inflated Poisson and negative binomial integer-valued GARCH models (2011)Zero-inflated Poisson and neg…CUSUM Monitoring of First-Order Integer-Valued Autoregressive Processes of Poisson Counts (2009)CUSUM Monitoring of First-Ord…Monitoring parameter change in AR ( p ) time series models (2008)Monitoring parameter change i…Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model (2008)Modelling Time Series Count D…Integer‐Valued GARCH Process (2006)Integer‐Valued GARCH ProcessEffects of Parameter Estimation on Control Chart Properties: A Literature Review (2006)Effects of Parameter Estimati…Control Charts for Time Series: A Review (2004)Control Charts for Time Serie…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Sequential Changepoint Detect…Introduction to Statistical Quality Control (1992)Introduction to Statistical Q…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Likelihood Ratio Test for…Introduction to Statistical Quality Control (1987)Introduction to Statistical Q…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESRecent progress in parameter change test for integer-valued time series models (2021)Recent progress in parameter …A review of multivariate control charts (1995)Cumulative Sum Charts and Charting for Quality Improvement (1998)Introduction to Statistical Quality Control (2005)Current research on profile monitoring (2007)An Overview of Phase I Analysis for Process Improvement and Monitoring (2014)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Economic Control of Quality of Manufactured Product. (1932)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Generalized autoregressive conditional heteroskedasticity (1986)Journal De La Société Française De Statistique (2005)A negative binomial integer-valued GARCH model (2010)Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (2011)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)General Asymptotic Bayesian Theory of Quickest Change Detection (2005)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Efficient scalable schemes for monitoring a large number of data streams (2010)Quality Control and Industrial Statistics. (1967)Statistical Quality Control (1990)The Difficulty in Designing Shewhart X and X Control Charts with Estimated Parameters (2015)Design and Analysis of Experiments (2019)A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison (2006)Quickest Change Detection (2014)Some perspectives on nonparametric statistical process control (2018)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)changepoint : An R Package for Changepoint Analysis (2014)Time-Series Modeling for Statistical Process Control (1988)Statistical process control as a tool for research and healthcare improvement (2003)Data quality for data science, predictive analytics, and big data in supply chain management: An introduction to the problem and suggestions for research and applications (2014)
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References

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  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 2006Effects of Parameter Estimation on Control Chart Properties: A Literature Review582 cited
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  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1989The Likelihood Ratio Test for a Change-Point in Simple Linear Regression208 cited
  • 2008Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model189 cited
  • 2011Zero-inflated Poisson and negative binomial integer-valued GARCH models128 cited
  • 2004Control Charts for Time Series: A Review97 cited
  • 2009CUSUM Monitoring of First-Order Integer-Valued Autoregressive Processes of Poisson Counts89 cited

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  • 2008Monitoring parameter change in AR ( p ) time series models84 cited
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    • 2021Recent progress in parameter change test for integer-valued time series models13 cited