Pages that link to "Item:Q1786737"
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The following pages link to Score test for parameter change in Poisson autoregressive models (Q1786737):
Displaying 4 items.
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Bayesian quickest change detection for unnormalized and score-based models (Q6620751) (← links)