Test of parameter changes in a class of observation-driven models for count time series

DOI10.1080/03610926.2019.1565843OpenAlexW2911451602WikidataQ128492693 ScholiaQ128492693MaRDI QIDQ5077400

Rongning Wu, Yunwei Cui

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1565843

zbMATH Keywords

nonlinear modelstime series of countsdiagnostic testschange-point detectionnegative binomial INGARCH model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Generalized Poisson integer-valued autoregressive processes with structural changes

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