{"id":"https://openalex.org/W3104946936","doi":"https://doi.org/10.3390/e22111304","title":"Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator","display_name":"Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator","publication_year":2020,"publication_date":"2020-11-16","ids":{"openalex":"https://openalex.org/W3104946936","doi":"https://doi.org/10.3390/e22111304","mag":"3104946936","pmid":"https://pubmed.ncbi.nlm.nih.gov/33287071"},"language":"en","primary_location":{"id":"doi:10.3390/e22111304","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e22111304","pdf_url":"https://www.mdpi.com/1099-4300/22/11/1304/pdf?version=1605605304","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1099-4300/22/11/1304/pdf?version=1605605304","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005719191","display_name":"Sangyeol Lee","orcid":"https://orcid.org/0000-0003-1109-6768"},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Sangyeol Lee","raw_affiliation_strings":["Department of Statistics, Seoul National University, Seoul 08826, Korea"],"raw_orcid":"https://orcid.org/0000-0003-1109-6768","affiliations":[{"raw_affiliation_string":"Department of Statistics, Seoul National University, Seoul 08826, Korea","institution_ids":["https://openalex.org/I139264467"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100691401","display_name":"Dong-Won Kim","orcid":"https://orcid.org/0000-0002-8700-4199"},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Dongwon Kim","raw_affiliation_strings":["Department of Statistics, Seoul National University, Seoul 08826, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Seoul National University, Seoul 08826, Korea","institution_ids":["https://openalex.org/I139264467"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5005719191"],"corresponding_institution_ids":["https://openalex.org/I139264467"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2165},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2165},"fwci":1.7723,"has_fulltext":true,"cited_by_count":8,"citation_normalized_percentile":{"value":0.86942166,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"22","issue":"11","first_page":"1304","last_page":"1304"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.6813146471977234},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6728772521018982},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6527529954910278},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5953344702720642},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.5454968810081482},{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.5412639379501343},{"id":"https://openalex.org/keywords/cusum","display_name":"CUSUM","score":0.5209382772445679},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5037016272544861},{"id":"https://openalex.org/keywords/divergence","display_name":"Divergence (linguistics)","score":0.5025262832641602},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.4724562466144562},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.42921721935272217},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.4204743504524231}],"concepts":[{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.6813146471977234},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6728772521018982},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6527529954910278},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5953344702720642},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.5454968810081482},{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.5412639379501343},{"id":"https://openalex.org/C178518018","wikidata":"https://www.wikidata.org/wiki/Q1024555","display_name":"CUSUM","level":2,"score":0.5209382772445679},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5037016272544861},{"id":"https://openalex.org/C207390915","wikidata":"https://www.wikidata.org/wiki/Q1230525","display_name":"Divergence (linguistics)","level":2,"score":0.5025262832641602},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.4724562466144562},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.42921721935272217},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.4204743504524231},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.3390/e22111304","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e22111304","pdf_url":"https://www.mdpi.com/1099-4300/22/11/1304/pdf?version=1605605304","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},{"id":"pmid:33287071","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/33287071","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy (Basel, Switzerland)","raw_type":null},{"id":"pmh:oai:doaj.org/article:8d35693b906f4b8780955a28ac7c5b5a","is_oa":true,"landing_page_url":"https://doaj.org/article/8d35693b906f4b8780955a28ac7c5b5a","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy, Vol 22, Iss 11, p 1304 (2020)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/1099-4300/22/11/1304/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/e22111304","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy; Volume 22; Issue 11; Pages: 1304","raw_type":"Text"},{"id":"pmh:oai:pubmedcentral.nih.gov:7711929","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/7711929","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy (Basel)","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/e22111304","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e22111304","pdf_url":"https://www.mdpi.com/1099-4300/22/11/1304/pdf?version=1605605304","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1224493365","display_name":null,"funder_award_id":"2018R1A2A2A05019433","funder_id":"https://openalex.org/F4320322120","funder_display_name":"National Research Foundation of Korea"},{"id":"https://openalex.org/G4682247596","display_name":null,"funder_award_id":"2018R1A2A2A05019433","funder_id":"https://openalex.org/F4320322030","funder_display_name":"Ministry of Science, ICT and Future Planning"}],"funders":[{"id":"https://openalex.org/F4320320671","display_name":"National Research Foundation","ror":"https://ror.org/05s0g1g46"},{"id":"https://openalex.org/F4320322030","display_name":"Ministry of Science, ICT and Future Planning","ror":"https://ror.org/032e49973"},{"id":"https://openalex.org/F4320322120","display_name":"National Research Foundation of Korea","ror":"https://ror.org/013aysd81"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3104946936.pdf","grobid_xml":"https://content.openalex.org/works/W3104946936.grobid-xml"},"referenced_works_count":47,"referenced_works":["https://openalex.org/W147673611","https://openalex.org/W639907764","https://openalex.org/W1577286032","https://openalex.org/W1898999968","https://openalex.org/W1975207035","https://openalex.org/W1981944325","https://openalex.org/W1989670262","https://openalex.org/W1994267238","https://openalex.org/W1995765128","https://openalex.org/W2004362032","https://openalex.org/W2025168569","https://openalex.org/W2032051534","https://openalex.org/W2044121999","https://openalex.org/W2050387677","https://openalex.org/W2061547296","https://openalex.org/W2071194116","https://openalex.org/W2081037471","https://openalex.org/W2090929462","https://openalex.org/W2092224475","https://openalex.org/W2105053714","https://openalex.org/W2108200697","https://openalex.org/W2117890631","https://openalex.org/W2126723251","https://openalex.org/W2147526900","https://openalex.org/W2150319871","https://openalex.org/W2150583725","https://openalex.org/W2161620252","https://openalex.org/W2171141055","https://openalex.org/W2230681710","https://openalex.org/W2290422356","https://openalex.org/W2553572939","https://openalex.org/W2584530951","https://openalex.org/W2674694370","https://openalex.org/W2735053491","https://openalex.org/W2792426456","https://openalex.org/W2802739963","https://openalex.org/W2811319044","https://openalex.org/W2922463349","https://openalex.org/W2949441110","https://openalex.org/W2964345854","https://openalex.org/W2965856274","https://openalex.org/W3009559684","https://openalex.org/W3014971552","https://openalex.org/W3019957628","https://openalex.org/W4234580748","https://openalex.org/W4241983685","https://openalex.org/W6689355591"],"related_works":["https://openalex.org/W2056974159","https://openalex.org/W2753583628","https://openalex.org/W2138199368","https://openalex.org/W1788036421","https://openalex.org/W4301776783","https://openalex.org/W4384561785","https://openalex.org/W1972553508","https://openalex.org/W2792838696","https://openalex.org/W2051923604","https://openalex.org/W1997177483"],"abstract_inverted_index":{"In":[0],"this":[1,37],"study,":[2],"we":[3,39],"consider":[4],"an":[5],"online":[6],"monitoring":[7,102],"procedure":[8],"to":[9,68,79,113],"detect":[10],"a":[11],"parameter":[12,32],"change":[13],"for":[14,54],"integer-valued":[15],"generalized":[16],"autoregressive":[17],"heteroscedastic":[18],"(INGARCH)":[19],"models":[20],"whose":[21],"conditional":[22],"density":[23],"of":[24,45,72,91,117],"present":[25],"observations":[26],"over":[27],"past":[28],"information":[29],"follows":[30],"one":[31],"exponential":[33],"family":[34],"distributions.":[35],"For":[36],"purpose,":[38],"use":[40],"the":[41,50,55,63,70,80,82,100,115],"cumulative":[42],"sum":[43],"(CUSUM)":[44],"score":[46],"functions":[47],"deduced":[48],"from":[49],"objective":[51],"functions,":[52],"constructed":[53],"minimum":[56],"power":[57],"divergence":[58],"estimator":[59,66],"(MDPDE)":[60],"that":[61,77],"includes":[62],"maximum":[64],"likelihood":[65],"(MLE),":[67],"diminish":[69],"influence":[71],"outliers.":[73],"It":[74],"is":[75,84,96],"well-known":[76],"compared":[78],"MLE,":[81],"MDPDE":[83],"robust":[85],"against":[86],"outliers":[87],"with":[88],"little":[89],"loss":[90],"efficiency.":[92],"This":[93],"robustness":[94],"property":[95],"properly":[97],"inherited":[98],"by":[99],"proposed":[101],"procedure.":[103],"A":[104],"simulation":[105],"study":[106],"and":[107],"real":[108],"data":[109],"analysis":[110],"are":[111],"conducted":[112],"affirm":[114],"validity":[116],"our":[118],"method.":[119]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":6}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}