Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516)
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scientific article; zbMATH DE number 7193891
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| English | Residual-based CUSUM of squares test for Poisson integer-valued GARCH models |
scientific article; zbMATH DE number 7193891 |
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Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (English)
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27 April 2020
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time series of counts
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integer-valued GARCH models
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parameter change test
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residual-based CUSUM of squares test
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