Testing Parameter Change in General Integer‐Valued Time Series (Q4596428)
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: Testing Parameter Change in General Integer‐Valued Time Series |
scientific article; zbMATH DE number 6814676
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing Parameter Change in General Integer‐Valued Time Series |
scientific article; zbMATH DE number 6814676 |
Statements
Testing Parameter Change in General Integer‐Valued Time Series (English)
0 references
1 December 2017
0 references
change point detection
0 references
discrete-valued time series
0 references
exponential family
0 references
autoregressive models
0 references
maximum likelihood estimator
0 references
0.94195145
0 references
0.9347935
0 references
0.9185682
0 references
0.8973683
0 references
0.8879208
0 references
0.88636446
0 references
0.8848454
0 references
0 references
0.8769311
0 references