Change Detection in INAR(p) Processes Against Various Alternative Hypotheses
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Publication:4929196
DOI10.1080/03610926.2012.732181zbMath1294.62178arXiv1111.2532OpenAlexW2066298937MaRDI QIDQ4929196
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
change detectionmartingale difference sequenceCUSUM processconditional least squares estimationstable \(\mathrm{INAR}(p)\) process
Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Markov processes: hypothesis testing (62M02)
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