Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic normality and parameter change test for bivariate Poisson INGARCH models |
scientific article; zbMATH DE number 6852282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality and parameter change test for bivariate Poisson INGARCH models |
scientific article; zbMATH DE number 6852282 |
Statements
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (English)
0 references
23 March 2018
0 references
time series of counts
0 references
bivariate Poisson INGARCH model
0 references
test for a parameter change
0 references
CUSUM test
0 references
