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Sangyeol Lee

Seoul National University, Korea
1 article in our journals

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Research ArticleOpen accessPoisson Quasi-Maximum Likelihood Estimator-based CUSUM Test for Integer-Valued Time SeriesSangyeol LeeThis study considers the parameter change test for integer-valued time series models based on the Poisson quasi-maximum likelihood estimates. As a change point test, we consider the score vector-based CUSUM test and show that its limiting null distribution takes the form of a function of Brownian bridges. Moreover, the residual-based CUSUM tests are considered as alternatives. For evaluation, we conduct … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 1 Oct 2019 · 7,656 accessesView PDFCite