SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Recent progress in parameter change test for integer-valued time series models · Study

ArticleShelves

ArticleRecent progress in parameter change test for integer-valued time series models

Sangyeol Lee2021

Article2021

Recent progress in parameter change test for integer-valued time series models

13 citations·0/0 files stored·Journal of the Korean Statistical Society

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Advanced Statistical Process Monitoring Financial Risk and Volatility Modeling Time Series Analysis and Forecasting

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 13 citations exist upstream.

References

1995Journal of the American Statistical Association 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance 1997Limit theorems in change-point analysis 1955A Test for a Change in a Parameter Occurring at an Unknown Point 2011Parametric Statistical Change Point Analysis 2004Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes 2006Integer‐Valued GARCH Process 2012Structural breaks in time series

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018CUSUM test for general nonlinear integer-valued GARCH models: comparison studyarticle · 20 shared references 2017Tests for Structural Changes in Time Series of Countsarticle · 11 shared references 2016Asymptotic normality and parameter change test for bivariate Poisson INGARCH modelsarticle · 10 shared references 2019Improved CUSUM monitoring of Markov counting process with frequent zerosarticle · 8 shared references 2017Monitoring parameter shift with Poisson integer-valued GARCH modelsarticle · 8 shared references 2018Modified residual CUSUM test for location-scale time series models with heteroscedasticityarticle · 7 shared references

Details

Year2021

Typearticle

Published2021-03-25

VenueJournal of the Korean Statistical Society

ISSN-L1226-3192

Languageen

Citations13

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

Identifiers

doi10.1007/s42952-020-00102-4

openalex_workW3143966044

Links

Imported from OpenAlex (CC0) — nothing here is generated.