Summary We consider a non-parametric regression model with long-range dependent innovations, in which the regression function may have a discontinuity at an unknown point. We propose a method to estimate the unknown time of change. The rate of consistency and limit distribution of the...

Abstract In this paper we investigate the asymptotic properties of the test statistics for detecting change-points in the mean of a set of multivariate long-range dependent observations. The limit theorems of weighted test statistics and weighted L p -functionals of tests are developed. The...

Summary In this paper we study the integer-valued autoregressive model, which belongs to the class of thinning models with count data.We mainly focus on the random coefficient integer-valued autoregressive (RCINAR) model and propose a conditional least absolute deviation (CL 1 ) method to...

Purpose – The demand for oil in agricultural production increases continuously with the world oil price soaring, reflecting a rigid growth characteristic, but there are no clear reasons for this. The purpose of this paper is to assess the essential reasons of this issue in theoretical and...