Pages that link to "Item:Q5106885"
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The following pages link to Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885):
Displaying 5 items.
- Monitoring parameter change for time series models with conditional heteroscedasticity (Q1672861) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
