Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses (Q4929196)
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scientific article; zbMATH DE number 6175404
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| English | Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses |
scientific article; zbMATH DE number 6175404 |
Statements
Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (English)
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13 June 2013
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CUSUM process
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change detection
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conditional least squares estimation
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martingale difference sequence
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stable \(\mathrm{INAR}(p)\) process
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0.859083354473114
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0.8153431415557861
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0.8069729208946228
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0.8030263781547546
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0.7957804799079895
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