Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682)
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scientific article; zbMATH DE number 6604445
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| English | Parameter change test for zero-inflated generalized Poisson autoregressive models |
scientific article; zbMATH DE number 6604445 |
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Parameter change test for zero-inflated generalized Poisson autoregressive models (English)
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19 July 2016
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time series of counts
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zero-inflated Poisson autoregressive model
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integer-valued GARCH model
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test for parameter change
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CUSUM test
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weak convergence to a Brownian bridge
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conditional maximum likelihood estimator (CMLE)
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0.8357424139976501
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0.8196446895599365
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0.8148887157440186
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0.8060685396194458
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0.7984131574630737
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