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

DOI10.1080/03610918.2021.1897620OpenAlexW3134653835WikidataQ115551215 ScholiaQ115551215MaRDI QIDQ6116981

Sangyeol Lee, Unnamed Author

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1897620

zbMATH Keywords

CUSUM testparameter change testcount time seriesquasi-maximum likelihood estimatesINGARCH and INAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Monitoring parameter change for bivariate time series models of counts

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