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• W2519986650 abstract "In the present paper we develop an online procedure for detecting changes in the parameters of integer ARCH models of order one. The test statistic utilizes the notion of the empirical probability generating function. The asymptotic behavior of the test under the null hypothesis is derived." @default.
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• W2519986650 date "2016-01-01" @default.
• W2519986650 modified "2023-09-23" @default.
• W2519986650 title "Change Detection in INARCH Time Series of Counts" @default.
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• W2519986650 doi "https://doi.org/10.1007/978-3-319-41582-6_4" @default.
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