Tests for a structural break for nonnegative integer-valued time series

DOI10.1007/978-981-99-0803-5_7MaRDI QIDQ7294835zbMATH OpenFDO

Authors Yuichi Goto

Publication date 13 July 2026

Full work available at URL https://doi.org/10.1007/978-981-99-0803-5_7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

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