Parameter Change Test for Poisson Autoregressive Models (Q2932778)

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Parameter Change Test for Poisson Autoregressive Models
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    Parameter Change Test for Poisson Autoregressive Models (English)
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    9 December 2014
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    CUSUM test
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    integer-valued GARCH model
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    models of count data
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    Poisson autoregressive model
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    test for parameter change
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