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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/4/493 |