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• W2911451602 startingPage "1933" @default.
• W2911451602 abstract "This paper investigates the parameter-change tests for a class of observation-driven models for count time series. We propose two cumulative sum (CUSUM) test procedures for detection of changes in model parameters. Under regularity conditions, the asymptotic null distributions of the test statistics are established. In addition, the integer-valued generalized autoregressive conditional heteroskedastic (INGARCH) processes with conditional negative binomial distributions are investigated. The developed techniques are examined through simulation studies and also are illustrated using an empirical example." @default.
• W2911451602 created "2019-02-21" @default.
• W2911451602 creator A5004785348 @default.
• W2911451602 creator A5087871020 @default.
• W2911451602 date "2019-02-05" @default.
• W2911451602 modified "2023-10-17" @default.
• W2911451602 title "Test of parameter changes in a class of observation-driven models for count time series" @default.
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• W2911451602 doi "https://doi.org/10.1080/03610926.2019.1565843" @default.
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