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
		50	200	500
A	𝛼1	0.0267; (0.3948)	0.0097; (0.0753)	0.0034; (0.0453)	Bias; MSE
	𝛼2	0.0645; (0.4731)	0.0115; (0.1314)	0.0025; (0.0376)	Bias; MSE
	𝛼3	0.0417; (0.2908)	0.0083; (0.0811)	0.0046; (0.0342)	Bias; MSE
B	𝛼1	0.0335; (0.4623)	0.0127; (0.1803)	0.0036; (0.0745)	Bias; MSE
	𝛼2	0.0297; (0.2806)	0.0103; (0.3449)	0.0054; (0.0847)	Bias; MSE
	𝛼3	0.0251; (0.3408)	0.0081; (0.0372)	0.0024; (0.0165)	Bias; MSE
C	𝛼1	0.0736; (1.0435)	0.0178; (0.3562)	0.0068; (0.0357)	Bias; MSE
	𝛼2	0.0582; (0.4127)	0.0215; (0.0433)	0.0049; (0.0212)	Bias; MSE
	𝛼2	0.0237; (0.3205)	0.0081; (0.0547)	0.0031; (0.0274)	Bias; MSE