Test of parameter changes in a class of observation-driven models for count time series (Q5077400)
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scientific article; zbMATH DE number 7528873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test of parameter changes in a class of observation-driven models for count time series |
scientific article; zbMATH DE number 7528873 |
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Test of parameter changes in a class of observation-driven models for count time series (English)
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18 May 2022
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diagnostic tests
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change-point detection
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negative binomial INGARCH model
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nonlinear models
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time series of counts
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