文章基本信息
- 标题：Test Statistics for Parameter Changes in INAR(p) Models and a Simulation Study
- 本地全文：下载
- 作者：Tamás Szabó
- 期刊名称：Austrian Journal of Statistics
- 出版年度：2011
- 卷号：40
- 期号：04
- 出版社：Austrian Statistical Society
- 摘要：
In the paper a change detection procedure is introduced for integervalued
autoregressive processes which are inspired by the ordinary autoregressive
model. The power of the test is investigated in a simulation study to
determine how effectively it can detect changes in the key parameters of the
process. - 关键词：Change Detection; Integer-valued Autoregression; Computer Simulation
