Change detection in INARCH time series of counts

dc.contributor.author	Hudecová, Šárka
dc.contributor.author	Meintanis, Simos
dc.contributor.author	Hušková, Marie
dc.contributor.researchID	21262977 - Meintanis, Simos George
dc.date.accessioned	2017-04-18T08:16:57Z
dc.date.available	2017-04-18T08:16:57Z
dc.date.issued	2016
dc.description.abstract	In the present paper we develop an online procedure for detecting changes in the parameters of integer ARCH models of order one. The test statistic utilizes the notion of the empirical probability generating function. The asymptotic behavior of the test under the null hypothesis is derived	en_US
dc.identifier.citation	Hudecová, S. et al. 2016. Change detection in INARCH time series of counts. (In Cao, R., Manteiga, W.G. & Romo, J., eds. Nonparametric statistics). 2nd ISNPS, Cádiz, June 2014. Springer proceedings in mathematics and statistics, 175:47-58. [http://link.springer.com/bookseries/10533]	en_US
dc.identifier.isbn	978-3-319-41582-6
dc.identifier.uri	http://hdl.handle.net/10394/21428
dc.identifier.uri	https://doi.org/10.1007/978-3-319-41582-6_4
dc.identifier.uri	https://link.springer.com/chapter/10.1007%2F978-3-319-41582-6_4
dc.language.iso	en	en_US
dc.publisher	Springer	en_US
dc.subject	Sequential monitoring	en_US
dc.subject	Time series of counts	en_US
dc.subject	Empirical probability generating function	en_US
dc.title	Change detection in INARCH time series of counts	en_US
dc.type	Book chapter	en_US

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