Poisson QMLE for change-point detection in general integer-valued time series models
DOI10.1007/s00184-021-00834-1zbMath1493.62516arXiv2007.13858OpenAlexW3188454261MaRDI QIDQ2121429
Mamadou Lamine Diop, William Charky Kengne
Publication date: 4 April 2022
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.13858
change-pointsequential detectioninteger-valued time seriesPoisson quasi-maximum likelihoodretrospective detection
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Sequential estimation (62L12)
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