Test Statistics for Parameter Changes in INAR(p) Models and a Simulation Study


  • Tamás T. Szabó University of Szeged, Hungary




In the paper a change detection procedure is introduced for integervalued autoregressive processes which are inspired by the ordinary autoregressive model. The power of the test is investigated in a simulation study to determine how effectively it can detect changes in the key parameters of the process.


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How to Cite

Szabó, T. T. (2016). Test Statistics for Parameter Changes in INAR(p) Models and a Simulation Study. Austrian Journal of Statistics, 40(4), 265–280. https://doi.org/10.17713/ajs.v40i4.216