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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2015.12
- 수록면
- 1,565 - 1,572 (8page)
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In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.
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참고문헌 (21)
참고문헌 신청
[학술지(정기간행물)] - Aue, A. / 2013 / Structural breaks in time series / Journal of Time Series Analysis 34 : 1 ~ 16
[학술지(정기간행물)] - Basu, A. / 1998 / Robust and effcient estimation by minimizing a density power divergence / Biometrika 85 : 549 ~ 559
[단행본] - Chan, J. / 2000 / Parametric Statistical Change Point Analysis / Birkhauser
[단행본] - Csorgo, M. / 1997 / Limit theorems in change-point analysis / Wiley
[학술지(정기간행물)] - Davis, R. A. / 2000 / On autocorrelation in a Poisson regression model / Biometrika 87 : 491 ~ 505
[학술지(정기간행물)] - Basu, A. / 1998 / Robust and effcient estimation by minimizing a density power divergence / Biometrika 85 : 549 ~ 559
[단행본] - Chan, J. / 2000 / Parametric Statistical Change Point Analysis / Birkhauser
[단행본] - Csorgo, M. / 1997 / Limit theorems in change-point analysis / Wiley
[학술지(정기간행물)] - Davis, R. A. / 2000 / On autocorrelation in a Poisson regression model / Biometrika 87 : 491 ~ 505
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UCI(KEPA) : I410-ECN-0101-2018-041-001377362