Inference for nonstationary time series of counts with application to change-point problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10463-021-00815-1.pdf
Reference27 articles.
1. Ahmad, A., Francq, C. (2016). Poisson QMLE of count time series models. Journal of Time Series Analysis, 37(3), 291–314.
2. Bardet, J.-M., Kengne, W. (2014). Monitoring procedure for parameter change in causal time series. Journal of Multivariate Analysis, 125, 204–221.
3. Billingsley, P. (1968). Convergence of probability measures. New York: Wiley.
4. Chow, Y. (1960). A martingale inequality and the law of large numbers. Proceedings of the American Mathematical Society, 11(1), 107–111.
5. Chu, C.-S.J., Stinchcombe, M., White, H. (1996). Monitoring structural change. Econometrica: Journal of the Econometric Society, 64(5), 1045–1065.
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