The classical integer valued first-order autoregressive (INA- R(1)) model has been defined on the basis of Poisson innovations. This model has Poisson marginal distribution and is suitable for modeling equidispersed count data. In this paper, we introduce an modification of the INAR(1) model with geometric innovations (INARG(1)) for model- ing overdispersed count data. We discuss some structu...

in this paper, the use of weighted pairwise likelihood instead of the full likelihood in estimating the parameters of the multivariate ar(1) is investigated. a closed formula for typical elements of the godambe information(sandwich information) is presented. some efficiency calculations are also given to discuss the feasibility andcomputational advantages of the weighted pairwise likelihood app...

in some statistical process control applications, quality of a process or product can be characterized by a relationship between a response and one or more independent variables, which is typically referred to a profile. in this paper, polynomial profiles are considered to monitor processes in which there is a first order autoregressive relation between the error terms in each profile. a remedi...

In some statistical process control applications, quality of a process or product can be characterized by a relationship between a response and one or more independent variables, which is typically referred to a profile. In this paper, polynomial profiles are considered to monitor processes in which there is a first order autoregressive relation between the error terms in each profile. A remedi...

the classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. many processes exhibit a certain degree of correlation and can be treated by autoregressive models among which the autoregressive model of order one (ar (1)) ...