Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361)
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scientific article; zbMATH DE number 6852282
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| English | Asymptotic normality and parameter change test for bivariate Poisson INGARCH models |
scientific article; zbMATH DE number 6852282 |
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Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (English)
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23 March 2018
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time series of counts
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bivariate Poisson INGARCH model
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test for a parameter change
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CUSUM test
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