Pages that link to "Item:Q491391"

The following pages link to Inference and testing for structural change in general Poisson autoregressive models (Q491391):

Displaying 14 items.

• Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
• Piecewise autoregression for general integer-valued time series (Q826981) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
• Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
• A general procedure for change-point detection in multivariate time series (Q6114842) (← links)