Testing Parameter Change in General Integer‐Valued Time Series
type: Item
instance of: scholarly article
title: Testing Parameter Change in General Integer‐Valued Time Series
zbMATH Open document ID: 1386.60132
author: Mamadou Lamine Diop
author: William Charky Kengne
published in: Journal of Time Series Analysis
publication date: 2017-12-01T00:00:00Z
full work available at URL: https://arxiv.org/abs/1602.08654
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 6814676
zbMATH Keywords: change point detection
zbMATH Keywords: discrete-valued time series
zbMATH Keywords: exponential family
zbMATH Keywords: autoregressive models
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2963777128
arXiv ID: 1602.08654
DOI: 10.1111/JTSA.12240
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description: scientific article; zbMATH DE number 6814676