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- W2614883771 abstract "In this paper, we discuss the problem of testing for a changepoint in the structureof an integer-valued time series. In particular, we consider a test statisticof cumulative sum (CUSUM) type for general Poisson autoregressions of order1. We investigate the asymptotic behaviour of conditional least-squares estimatesof the parameters in the presence of a changepoint. Then, we derive theasymptotic distribution of the test statistic under the hypothesis of no change,allowing for the calculation of critical values. We prove consistency of the test,i.e. asymptotic power 1, and consistency of the corresponding changepoint estimate.As an application, we have a look at changepoint detection in dailyepileptic seizure counts from a clinical study." @default.
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- W2614883771 date "2011-01-01" @default.
- W2614883771 modified "2023-09-27" @default.
- W2614883771 title "Changepoint tests for INARCH time series" @default.
- W2614883771 hasPublicationYear "2011" @default.
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