Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models
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 spe...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-02-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/20/2/107 |