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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Detalles Bibliográficos

Autor Principal:	Jiwon Kang
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2018-02-01
Series:	Entropy
Assuntos:	integer-valued time series RCINAR models test for parameter change conditional least squares estimator
Acceso en liña:	http://www.mdpi.com/1099-4300/20/2/107
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