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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...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Kim, Byungsoo, Lee, Sangyeol
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7516976/
https://ncbi.nlm.nih.gov/pubmed/33286266
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22040493
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