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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...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| 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 |