Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981): Difference between revisions

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Latest revision as of 19:24, 1 August 2024

scientific article; zbMATH DE number 7714133
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English
Exponential family QMLE-based CUSUM test for integer-valued time series
scientific article; zbMATH DE number 7714133

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    Exponential family QMLE-based CUSUM test for integer-valued time series (English)
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    18 July 2023
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    count time series
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    CUSUM test
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    INGARCH and INAR models
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    parameter change test
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    quasi-maximum likelihood estimates
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