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Testing Parameter Change in General Integer-Valued Time Series

William Kengne 1 Mamadou Lamine Diop 1 
1 THEMA - Théorie économique, modélisation et applications
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Submitted on : Tuesday, October 27, 2020 - 2:35:59 PM
Last modification on : Wednesday, November 3, 2021 - 9:12:30 AM

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CNRS | UNIV-CERGY | THEMA-UMR8184 | CY-TECH-SM

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William Kengne, Mamadou Lamine Diop. Testing Parameter Change in General Integer-Valued Time Series. Journal of Time Series Analysis, Wiley-Blackwell, 2017, 6, pp.880-894. ⟨10.1111/jtsa.12240⟩. ⟨hal-02980311⟩

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