Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153): Difference between revisions

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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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+Normal rank
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+An adaptive empirical likelihood test for parametric time series regression models
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+An Empirical Likelihood Goodness-of-Fit Test for Time Series
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+Observation-driven models for Poisson counts
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+Normal rank
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+Integer-Valued GARCH Process
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+Normal rank
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+Generalized empirical likelihood tests in time series models with potential identification failure
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+Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
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+Empirical likelihood confidence regions in time series models
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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+Statistical inference for generalized random coefficient autoregressive model
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+Inference for pth-order random coefficient integer-valued autoregressive processes
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+Estimation and testing for a Poisson autoregressive model
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