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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2023.11
- 수록면
- 1,031 - 1,039 (9page)
- DOI
- 10.7465/jkdi.2023.34.6.1031
이용수
초록· 키워드
오류제보하기
This paper examines the inferential procedure for integer-valued autoregressive models with zero-inflated Poisson innovations, termed ZIP INAR models. In this context, we explore the inferential procedure using the conditional maximum likelihood estimator (CMLE) and address the conditions that ensure its consistency and asymptotic normality. Subsequently, we study the change point test for ZIP INAR(1) models, employing a score vector-based cumulative sum (CUSUM) test. We conduct Monte Carlo simulations to evaluate the change point test’s performance. Furthermore, we perform an empirical analysis using real data to illustrate the functionality of the proposed CUSUM test.
목차
Abstract
1. Introduction
2. Parameter estimation
3. Change point test
4. Simulation study
5. Real data analysis
6. Concluding remarks
References
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