Robust parameter change test for Poisson autoregressive models (Q491688): Difference between revisions

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+https://doi.org/10.1016/j.spl.2015.04.027
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+W229413884
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@@ Property / cites work @@
+Robust and efficient estimation by minimising a density power divergence
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+Q5560061
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+Q4348180
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+On weak dependence conditions for Poisson autoregressions
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+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
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+Interventions in INGARCH processes
@@ Property / cites work: Interventions in INGARCH processes / rank @@
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+Interventions in log-linear Poisson autoregression
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+Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
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+Minimum density power divergence estimator for Poisson autoregressive models
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+Parameter Change Test for Poisson Autoregressive Models
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+Absolute regularity and ergodicity of Poisson count processes
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