Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
type: Item
instance of: scholarly article
title: Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
author: Youngmi Lee
author: Sangyeol Lee
author: Dag Tjøstheim
published in: Test
publication date: 2018-03-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6852282
zbMATH Keywords: time series of counts
zbMATH Keywords: bivariate Poisson INGARCH model
zbMATH Keywords: test for a parameter change
zbMATH Keywords: CUSUM test
MaRDI profile type: Publication
full work available at URL: s11749-016-0510-6
OpenAlex ID: W2553572939
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DOI: 10.1007/S11749-016-0510-6
description: scientific article; zbMATH DE number 6852282