Pages that link to "Item:Q4596428"
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The following pages link to Testing Parameter Change in General Integer‐Valued Time Series (Q4596428):
Displaying 15 items.
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← 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)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Parameter change test for periodic integer-valued autoregressive process (Q5077230) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
- Epidemic change-point detection in general integer-valued time series (Q6571998) (← links)
