Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (Q4929196)

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scientific article; zbMATH DE number 6175404
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Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses
scientific article; zbMATH DE number 6175404

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    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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