On Hitting Times for Markov Time Series of Counts with Applications to Quality Control

Examples of time series of counts arise in several areas, for instance in epidemiology, industry, insurance and network analysis. Several time series models for these counts have been proposed and some are based on the binomial thinning operation, namely the integer-valued autoregressive (INAR) mod...

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Bibliographic Details
Main Authors: Manuel Cabral Morais, António Pacheco
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2016-10-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/198