Test of parameter changes in a class of observation-driven models for count time series
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Publication:5077400
DOI10.1080/03610926.2019.1565843OpenAlexW2911451602WikidataQ128492693 ScholiaQ128492693MaRDI QIDQ5077400
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
nonlinear modelstime series of countsdiagnostic testschange-point detectionnegative binomial INGARCH model
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