Change Detection in INAR(p) Processes Against Various Alternative Hypotheses

DOI10.1080/03610926.2012.732181zbMath1294.62178arXiv1111.2532OpenAlexW2066298937MaRDI QIDQ4929196

Tamás T. Szabó, Gyula Pap

Publication date: 13 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.2532

zbMATH Keywords

change detectionmartingale difference sequenceCUSUM processconditional least squares estimationstable \(\mathrm{INAR}(p)\) process

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Markov processes: hypothesis testing (62M02)

Related Items (4)

An empirical-likelihood-based structural-change test for INAR processes ⋮ Change detection in the Cox-Ingersoll-Ross model ⋮ On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart ⋮ Integer autoregressive models with structural breaks

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• A negative binomial model for time series of counts
• Markov Chains and Stochastic Stability
• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• On autocorrelation in a Poisson regression model
• The multi-type Galton-Watson process with immigration

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