Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885)
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scientific article; zbMATH DE number 7192028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring parameter shift with Poisson integer-valued GARCH models |
scientific article; zbMATH DE number 7192028 |
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Monitoring parameter shift with Poisson integer-valued GARCH models (English)
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22 April 2020
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time series of counts
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ZIP INGARCH model
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statistical process control
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likelihood ratio-based control chart
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score function-based CUSUM chart
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false alarm rate
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