Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
Crossref DOI link: https://doi.org/10.1007/s11749-016-0510-6
Published Online: 2016-11-19
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Youngmi
Lee, Sangyeol
Tjøstheim, Dag
Funding for this research was provided by:
National Research Foundation of Korea (KR) (2015R1A2A2A010003894)
License valid from 2016-11-19