Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Sarka Huskova"'
Publikováno v:
INTED Proceedings.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ea3931b784a4ea7f5fd448f06fbfda0
https://doi.org/10.21125/inted.2018.0850
https://doi.org/10.21125/inted.2018.0850
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 t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2127::eba461709c4e41a85ece18a5b359da09
https://pergamos.lib.uoa.gr/uoa/dl/object/uoadl:3168180
https://pergamos.lib.uoa.gr/uoa/dl/object/uoadl:3168180
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 be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2127::834cd6481445bac8d029a25d22e9b441
https://pergamos.lib.uoa.gr/uoa/dl/object/uoadl:3164660
https://pergamos.lib.uoa.gr/uoa/dl/object/uoadl:3164660