Parameter Change Test for Poisson Autoregressive Models (Q2932778)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter Change Test for Poisson Autoregressive Models |
scientific article; zbMATH DE number 6378764
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter Change Test for Poisson Autoregressive Models |
scientific article; zbMATH DE number 6378764 |
Statements
Parameter Change Test for Poisson Autoregressive Models (English)
0 references
9 December 2014
0 references
CUSUM test
0 references
integer-valued GARCH model
0 references
models of count data
0 references
Poisson autoregressive model
0 references
test for parameter change
0 references
0.9719167
0 references
0.9684406
0 references
0.96174955
0 references
0 references
0.9319373
0 references
0.92753893
0 references
0.91551256
0 references
0.9118906
0 references
0.9016881
0 references
