TY - CONF
TI - Change Detection in INARCH Time Series of Counts
AU - Hudecova, Sarka
AU - Huskova, Marie
AU - Meintanis, Simos
PY - 2016
SP - 47-58
PB - Springer-Verlag
T2 - NONPARAMETRIC STATISTICS
TODO - 10.1007/978-3-319-41582-6_4
TODO - Sequential monitoring; Time series of counts; Empirical probability;
generating function
TODO - 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.
ER -