Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981)

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scientific article; zbMATH DE number 7714133
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Exponential family QMLE-based CUSUM test for integer-valued time series
scientific article; zbMATH DE number 7714133

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    Exponential family QMLE-based CUSUM test for integer-valued time series (English)
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    18 July 2023
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    count time series
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    CUSUM test
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    INGARCH and INAR models
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    parameter change test
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    quasi-maximum likelihood estimates
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