Testing Parameter Change in General Integer‐Valued Time Series

DOI10.1111/jtsa.12240zbMath1386.60132arXiv1602.08654OpenAlexW2963777128MaRDI QIDQ4596428

Mamadou Lamine Diop, William Charky Kengne

Publication date: 1 December 2017

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.08654

zbMATH Keywords

maximum likelihood estimatorexponential familyautoregressive modelschange point detectiondiscrete-valued time series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Asymptotic properties of parametric tests (62F05)

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