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Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence
In this study, we consider the problem of testing for a parameter change in general integer-valued time series models whose conditional distribution belongs to the one-parameter exponential family when the data are contaminated by outliers. In particular, we use a robust change point test based on d...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516976/ https://www.ncbi.nlm.nih.gov/pubmed/33286266 http://dx.doi.org/10.3390/e22040493 |