Research Article
Integer-Valued Moving Average Models with Structural Changes
Table 1
Bias and mean square error for models A, B, and C.
| Model | Parameter |
Sample size | ā | 50 | 200 | 500 | ā |
|
A | | 0.0267 (0.3948) | 0.0097 (0.0753) | 0.0034 (0.0453) | Bias MSE | | 0.0645 (0.4731) | 0.0115 (0.1314) | 0.0025 (0.0376) | Bias MSE | | 0.0417 (0.2908) | 0.0083 (0.0811) | 0.0046 (0.0342) | Bias MSE |
|
B | | 0.0335 (0.4623) | 0.0127 (0.1803) | 0.0036 (0.0745) | Bias MSE | | 0.0297 (0.2806) | 0.0103 (0.3449) | 0.0054 (0.0847) | Bias MSE | | 0.0251 (0.3408) | 0.0081 (0.0372) | 0.0024 (0.0165) | Bias MSE |
|
C | | 0.0736 (1.0435) | 0.0178 (0.3562) | 0.0068 (0.0357) | Bias MSE | | 0.0582 (0.4127) | 0.0215 (0.0433) | 0.0049 (0.0212) | Bias MSE | | 0.0237 (0.3205) | 0.0081 (0.0547) | 0.0031 (0.0274) | Bias MSE |
|
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