CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CUSUM test for general nonlinear integer-valued GARCH models: comparison study |
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CUSUM test for general nonlinear integer-valued GARCH models: comparison study (English)
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22 October 2019
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time series of counts
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exponential family
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autoregressive models
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parameter change test
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CUSUM test
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comparison of tests
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