Change Detection in INAR(p) Processes Against Various Alternative Hypotheses

DOI10.1080/03610926.2012.732181zbMath1294.62178arXiv1111.2532MaRDI QIDQ4929196

Tamás T. Szabó, Gyula Pap

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

zbMATH Keywords

change detection; martingale difference sequence; CUSUM process; conditional least squares estimation; stable \(\mathrm{INAR}(p)\) process

Mathematics Subject Classification ID

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

60F17: Functional limit theorems; invariance principles

62M02: Markov processes: hypothesis testing

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