Residual-based CUSUM of squares test for Poisson integer-valued GARCH models

Residual-based CUSUM of squares test for Poisson integer-valued GARCH models

Lee, S.
journal of statistical computation and simulation 2019 Vol. 89 pp. 3182-3195
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lee2019residualbasedjournal

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69890
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10.1080/00949655.2019.1657865
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