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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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Bibliografiske detaljer
Udgivet i:Entropy (Basel)
Main Authors: Lee, Sangyeol, Kim, Dongwon
Format: Artigo
Sprog:Inglês
Udgivet: MDPI 2020
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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