Detection of changes in INAR models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10314692" target="_blank" >RIV/00216208:11320/15:10314692 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-13881-7_2" target="_blank" >http://dx.doi.org/10.1007/978-3-319-13881-7_2</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-13881-7_2" target="_blank" >10.1007/978-3-319-13881-7_2</a>
Alternative languages
Result language
angličtina
Original language name
Detection of changes in INAR models
Original language description
In the present paper we develop on-line procedures for detecting changes in the parameters of integer valued autoregressive models of order one. Tests statistics based on probability generating functions are constructed and studied. The asymptotic behavior of the tests under the null hypothesis as well as under certain alternatives is derived
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
12th Workshop on Stochastic Models, Statistics and their Applications
ISBN
978-3-319-13880-0
ISSN
2194-1009
e-ISSN
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Number of pages
8
Pages from-to
11-18
Publisher name
Springer New York LLC
Place of publication
neuveden
Event location
Wroclaw
Event date
Feb 16, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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