Test of parameter changes in a class of observation-driven models for count time series (Q5077400)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7528873
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Test of parameter changes in a class of observation-driven models for count time series |
scientific article; zbMATH DE number 7528873 |
Statements
Test of parameter changes in a class of observation-driven models for count time series (English)
0 references
18 May 2022
0 references
diagnostic tests
0 references
change-point detection
0 references
negative binomial INGARCH model
0 references
nonlinear models
0 references
time series of counts
0 references
0 references
0 references
0 references
0.848698616027832
0 references
0.8455488085746765
0 references
0.8436070084571838
0 references
0.8343915343284607
0 references
0.8313619494438171
0 references
