Robust parameter change test for Poisson autoregressive models

2015 ◽  
Vol 104 ◽  
pp. 14-21 ◽  
Author(s):  
Jiwon Kang ◽  
Junmo Song
Keyword(s):  
Autoregressive Models ◽  
Parameter Change ◽  
Parameter Change Test ◽  
Robust Parameter

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

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Test ◽  
2016 ◽  
Vol 27 (1) ◽  
pp. 52-69 ◽  
Author(s):  
Youngmi Lee ◽  
Sangyeol Lee ◽  
Dag Tjøstheim
Keyword(s):  
Asymptotic Normality ◽  
Parameter Change ◽  
Parameter Change Test
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