Mingoti, Sueli; Carvalho, Julia De; Lima, Joab De Oliveira - In: Journal of Applied Statistics 35 (2008) 7, pp. 763-771
In this paper, we present a study about the estimation of the serial correlation for Markov chain models which is used often in the quality control of autocorrelated processes. Two estimators, non-parametric and multinomial, for the correlation coefficient are discussed. They are compared with...