Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models

This paper considers the problem of testing for parameter change in random coefficient integer-valued autoregressive models. To overcome some size distortions of the existing estimate-based cumulative sum (CUSUM) test, we suggest estimating function-based test and residual-based CUSUM test. More spe...

Descripción completa

Detalles Bibliográficos
Autor principal: Kang, Jiwon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512600/
https://www.ncbi.nlm.nih.gov/pubmed/33265198
http://dx.doi.org/10.3390/e20020107

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512600/
https://www.ncbi.nlm.nih.gov/pubmed/33265198
http://dx.doi.org/10.3390/e20020107

Ejemplares similares