Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models
نویسندگان
چکیده
منابع مشابه
Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models
Abstract: 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 specifically, we employ the estimating function of the conditional least squares estimator...
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ژورنال
عنوان ژورنال: Entropy
سال: 2018
ISSN: 1099-4300
DOI: 10.3390/e20020107