Pages that link to "Item:Q2131967"
From MaRDI portal
The following pages link to A robust approach for testing parameter change in Poisson autoregressive models (Q2131967):
Displaying 4 items.
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
