Testing for parameter constancy in non-Gaussian time series (Q2852478): Difference between revisions

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+B. P. M. McCabe
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+https://doi.org/10.1111/j.1467-9892.2012.00810.x
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+W1571483568
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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