Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059)
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scientific article; zbMATH DE number 7602494
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| English | Modeling and inference for multivariate time series of counts based on the INGARCH scheme |
scientific article; zbMATH DE number 7602494 |
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Modeling and inference for multivariate time series of counts based on the INGARCH scheme (English)
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17 October 2022
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multivariate time series of counts
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MINGARCH model
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QMLE
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MDPDE
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change point test
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0.8062360286712646
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0.7866555452346802
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0.7832585573196411
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