Monitoring parameter shift with Poisson integer-valued GARCH models
type: Item
instance of: scholarly article
title: Monitoring parameter shift with Poisson integer-valued GARCH models
DOI: 10.1080/00949655.2017.1284848
author: Jaewon Huh
author: Hanwool Kim
author: Sangyeol Lee
published in: Journal of Statistical Computation and Simulation
publication date: 2020-04-22T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7192028
zbMATH Keywords: time series of counts
zbMATH Keywords: ZIP INGARCH model
zbMATH Keywords: statistical process control
zbMATH Keywords: likelihood ratio-based control chart
zbMATH Keywords: score function-based CUSUM chart
zbMATH Keywords: false alarm rate
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/00949655.2017.1284848
OpenAlex ID: W2584530951
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description: scientific article; zbMATH DE number 7192028