Parameter change test for periodic integer-valued autoregressive process (Q5077230)
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scientific article; zbMATH DE number 7528716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter change test for periodic integer-valued autoregressive process |
scientific article; zbMATH DE number 7528716 |
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Parameter change test for periodic integer-valued autoregressive process (English)
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18 May 2022
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integer-valued autoregressive process
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parameter change
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CUSUM test
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multivariate time series
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0.9185682
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0.90162945
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0.8888636
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0.88880396
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0.88876885
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