Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator

In this study, we consider an online monitoring procedure to detect a parameter change for integer-valued generalized autoregressive heteroscedastic (INGARCH) models whose conditional density of present observations over past information follows one parameter exponential family distributions. For th...

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Detalles Bibliográficos
Autores principales: Lee, Sangyeol, Kim, Dongwon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7711929/
https://www.ncbi.nlm.nih.gov/pubmed/33287071
http://dx.doi.org/10.3390/e22111304

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7711929/
https://www.ncbi.nlm.nih.gov/pubmed/33287071
http://dx.doi.org/10.3390/e22111304

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