Score test for parameter change in Poisson autoregressive models

2017 ◽  
Vol 160 ◽  
pp. 33-37 ◽  
Author(s):  
Jiwon Kang ◽  
Junmo Song
Keyword(s):  
Score Test ◽  
Autoregressive Models ◽  
Parameter Change ◽  
Test For Parameter Change

scholarly journals The Cusum Test for Parameter Change in Regression Models with ARCH Errors

2004 ◽  
Vol 34 (2) ◽  
pp. 173-188 ◽  
Author(s):  
Sangyeol Lee ◽  
Yasuyoshi Tokutsu ◽  
Koichi Maekawa
Keyword(s):  
Regression Models ◽  
Cusum Test ◽  
Parameter Change ◽  
Test For Parameter Change

Parameter change test for zero-inflated generalized Poisson autoregressive models

Statistics ◽  
2015 ◽  
Vol 50 (3) ◽  
pp. 540-557 ◽  
Author(s):  
Sangyeol Lee ◽  
Youngmi Lee ◽  
Cathy W.S. Chen
Keyword(s):  
Autoregressive Models ◽  
Parameter Change ◽  
Generalized Poisson ◽  
Parameter Change Test
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