Title page for etd-0624113-153135


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URN etd-0624113-153135
Author Hung Lee
Author's Email Address No Public.
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Department Applied Mathematics
Year 2012
Semester 2
Degree Master
Type of Document
Language English
Title Control Charts for integer-valued time series models with overdispersion
Date of Defense 2013-07-08
Page Count 67
Keyword
  • control chart
  • residuals
  • Poisson
  • INAR(1)
  • overdispersion
  • lognormal
  • Abstract In this study we consider the integer-valued autoregressive (INAR) model with lognormal innovations which leads to overdispersion property. Freeland and McCabe (2004) derived the score function, the information matrix and new types of residuals for the INAR(1) model with Poisson innovations. In this study, we extend their results to INAR(1) model with lognormal innovations. Cumulative sum (CUSUM) control chart for monitoring the mean and the variance shift of the INAR(1) model with lognormal innovations are proposed.
    Advisory Committee
  • Mong-Na Lo Huang - chair
  • Fu-Chuen Chang - co-chair
  • May-Ru Chen - co-chair
  • Shih-Feng Huang - co-chair
  • Mei-Hui Guo - advisor
  • Files
  • etd-0624113-153135.pdf
  • Indicate in-campus at 99 year and off-campus access at 99 year.
    Date of Submission 2013-07-25

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