Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts

The geometric first-order integer-valued autoregressive process (GINAR(1)) can be particularly useful to model relevant discrete-valued time series, namely in statistical process control. We resort to stochastic ordering to prove that the GINAR(1) process is a discrete-time Markov chain governed by...

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Bibliographic Details
Main Author: Manuel Cabral Morais
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/25/3/444