@inproceedings{3168180,
    title = "Change Detection in INARCH Time Series of Counts",
    author = "Hudecova, Sarka and Huskova, Marie and Meintanis, Simos",
    year = "2016",
    pages = "47-58",
    publisher = "Springer-Verlag",
    booktitle = "NONPARAMETRIC STATISTICS",
    doi = "10.1007/978-3-319-41582-6_4",
    keywords = "Sequential monitoring; Time series of counts; Empirical probability;
generating function",
    abstract = "In the present paper we develop an online procedure for detecting
changes in the parameters of integer ARCH models of order one. The test
statistic utilizes the notion of the empirical probability generating
function. The asymptotic behavior of the test under the null hypothesis
is derived."
}