Change Detection in INARCH Time Series of Counts

DOI10.1007/978-3-319-41582-6_4zbMath1366.62066OpenAlexW2519986650MaRDI QIDQ5280076

Simos G. Meintanis, Marie Hušková, Šárka Hudecová

Publication date: 20 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_4

zbMATH Keywords

time series of countsempirical probability generating functionsequential monitoringinteger ARCH models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10)

Related Items

Recent progress in parameter change test for integer-valued time series models, Residual-based CUSUM of squares test for Poisson integer-valued GARCH models, CUSUM test for general nonlinear integer-valued GARCH models: comparison study

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