Pages that link to "Item:Q2932778"
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The following pages link to Parameter Change Test for Poisson Autoregressive Models (Q2932778):
Displayed 37 items.
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity (Q2330526) (← links)
- SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data (Q5085982) (← links)
- Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- (Q5158700) (← links)
- Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)