Jumps in binomial AR(1) processes

Christian H. Weiß

Statistics & Probability Letters, 2009, vol. 79, issue 19, 2012-2019

Abstract: We consider the binomial AR(1) model for serially dependent processes of binomial counts. After a review of its definition and known properties, we investigate marginal and serial properties of jumps in such processes. Based on these results, we propose the jumps control chart for monitoring a binomial AR(1) process. We show how to evaluate the performance of this control chart and give design recommendations.

Date: 2009
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