Jumps in binomial AR(1) processes

Christian H. Weiss

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.

Mots clés: Physical Sciences

Christian H. Weiss. Jumps in binomial AR(1) processes. Statistics and Probability Letters, 2009, 79 (19), pp.2012. ⟨10.1016/j.spl.2009.06.010⟩. ⟨hal-00573469⟩