Abstract
This paper studies a parameter change testing problem in periodic integer-valued autoregressive process of order with period (). The process is transformed into a multivariate process for which basic probabilistic and statistical properties are researched. The cumulative sum test based on conditional least-squares estimators is employed to test the parameter change of process. That returns to tests for the parameter change of - models. The power of test is evaluated through simulation results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
