Parameter Change Test for Poisson Autoregressive Models

Scandinavian Journal of Statistics ◽

10.1111/sjos.12088 ◽

2014 ◽

Vol 41 (4) ◽

pp. 1136-1152 ◽

Author(s):

Jiwon Kang ◽

Sangyeol Lee

Keyword(s):

Autoregressive Models ◽

Parameter Change ◽

Parameter Change Test

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Parameter change test for zero-inflated generalized Poisson autoregressive models

10.1080/02331888.2015.1083020 ◽

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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Robust parameter change test for Poisson autoregressive models

Statistics & Probability Letters ◽

10.1016/j.spl.2015.04.027 ◽

2015 ◽

Vol 104 ◽

pp. 14-21 ◽

Author(s):

Jiwon Kang ◽

Junmo Song

Keyword(s):

Autoregressive Models ◽

Parameter Change ◽

Parameter Change Test ◽

Robust Parameter

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Recent progress in parameter change test for integer-valued time series models

Journal of the Korean Statistical Society ◽

10.1007/s42952-020-00102-4 ◽

2021 ◽

Author(s):

Sangyeol Lee ◽

Byungsoo Kim

Keyword(s):

Time Series ◽

Recent Progress ◽

Time Series Models ◽

Parameter Change ◽

Parameter Change Test

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Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models

Entropy ◽

10.3390/e20020107 ◽

2018 ◽

Vol 20 (2) ◽

pp. 107 ◽

Author(s):

Jiwon Kang

Keyword(s):

Random Coefficient ◽

Autoregressive Models ◽

Parameter Change

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Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2009.00608.x ◽

2009 ◽

Vol 30 (2) ◽

pp. 239-258 ◽

Author(s):

Jiwon Kang ◽

Sangyeol Lee

Keyword(s):

Data Analysis ◽

Random Coefficient ◽

Autoregressive Processes ◽

Parameter Change ◽

Parameter Change Test

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On Parameter Change Test for ARMA Models with Martingale Difference Errors

Predictive Econometrics and Big Data - Studies in Computational Intelligence ◽

10.1007/978-3-319-70942-0_17 ◽

2017 ◽

pp. 246-254 ◽

Author(s):

Haejune Oh ◽

Sangyeol Lee

Keyword(s):

Martingale Difference ◽

Arma Models ◽

Parameter Change ◽

Parameter Change Test

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Copula parameter change test for nonlinear AR models with nonlinear GARCH errors

Statistical Methodology ◽

10.1016/j.stamet.2014.12.001 ◽

2015 ◽

Vol 25 ◽

pp. 1-22 ◽

Author(s):

Sangyeol Lee ◽

Byungsoo Kim

Keyword(s):

Parameter Change ◽

Copula Parameter ◽

Parameter Change Test ◽

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A robust approach for testing parameter change in Poisson autoregressive models

Journal of the Korean Statistical Society ◽

10.1007/s42952-020-00056-7 ◽

2020 ◽

Vol 49 (4) ◽

pp. 1285-1302 ◽

Author(s):

Jiwon Kang ◽

Junmo Song

Keyword(s):

Autoregressive Models ◽

Parameter Change ◽

Robust Approach ◽

Testing Parameter

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Parameter change test for autoregressive conditional duration models

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-015-0541-x ◽

2015 ◽

Vol 68 (3) ◽

pp. 621-637 ◽

Author(s):

Sangyeol Lee ◽

Haejune Oh

Keyword(s):

Duration Models ◽

Parameter Change ◽

Parameter Change Test ◽

Autoregressive Conditional Duration

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Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Test ◽

10.1007/s11749-016-0510-6 ◽

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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