Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Testing for parameter change in general integer-valued time series   We consider the structural change in a class of discrete valued time series
that the conditional distribution follows a one-parameter exponential family.
We propose a change-point test based on the maximum likelihood estimator of the
parameter of the model. Under the null hypothesis (of no change), the test
statistics converges to a well known distribution, allowing for the calculation
of the critical values of the test. The test statistic diverges to infinity
under the alternative, that is, the test asymptotically has power one. Some
simulation results and real data applications are reported to show the
applicability of the test procedure.

37
The categories of this paper are: supr-con
32
The categories of this paper are: atom-ph
4
The categories of this paper are: cond-mat
0
The categories of this paper are: hep-ph
12
The categories of this paper are: nucl-th
15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
3
The categories of this paper are: physics
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
29
The categories of this paper are: funct-an
27
The categories of this paper are: comp-gas
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The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
6
The categories of this paper are: astro-ph
35
The categories of this paper are: mtrl-th