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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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| Udgivet i: | Entropy (Basel) |
|---|---|
| Main Authors: | , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI
2020
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7711929/ https://ncbi.nlm.nih.gov/pubmed/33287071 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22111304 |
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