2 papers
stat.ME2019
A robust approach for testing parameter change in Poisson autoregressive models
Jiwon Kang, Junmo Song
Parameter change test has been an important issue in time series analysis. The problem has also been actively explored in the field of integer-valued time series, but the testing i…
math.ST2019
Test for parameter change in the presence of outliers: the density power divergence based approach
Junmo Song, Jiwon Kang
This study considers the problem of testing for a parameter change in the presence of outliers. For this, we propose a robust test using the objective function of minimum density p…