Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis
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References listed on IDEAS
- Lee, Sangyeol & Na, Okyoung, 2005. "Test for parameter change in stochastic processes based on conditional least-squares estimator," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 375-393, April.
- Sangyeol Lee & Jeongcheol Ha & Okyoung Na & Seongryong Na, 2003. "The Cusum Test for Parameter Change in Time Series Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(4), pages 781-796, December.
- Haitao Zheng & Ishwar V. Basawa & Somnath Datta, 2006. "Inference for pth‐order random coefficient integer‐valued autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(3), pages 411-440, May.
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- Kang, Jiwon & Song, Junmo, 2015. "Robust parameter change test for Poisson autoregressive models," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 14-21.
- repec:bla:jtsera:v:38:y:2017:i:6:p:880-894 is not listed on IDEAS
- repec:bla:scjsta:v:44:y:2017:i:4:p:843-865 is not listed on IDEAS
- repec:eee:ecolet:v:160:y:2017:i:c:p:33-37 is not listed on IDEAS
- Jiwon Kang & Sangyeol Lee, 2014. "Parameter Change Test for Poisson Autoregressive Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1136-1152, December.
- repec:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-016-0510-6 is not listed on IDEAS
- Kang, Jiwon & Lee, Sangyeol, 2014. "Minimum density power divergence estimator for Poisson autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 44-56.
- repec:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0676-7 is not listed on IDEAS
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