An empirical-likelihood-based structural-change test for INAR processes
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Cites work
- A goodness-of-fit test for integer-valued autoregressive processes
- A regression model for time series of counts
- An Introduction to Discrete‐Valued Time Series
- Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood for break detection in time series
- Empirical likelihood for change point detection in autoregressive models
- Empirical likelihood for linear and log-linear INGARCH models
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Empirical likelihood inference for random coefficient INAR(p) process
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
- Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)
- Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Tests for structural changes in time series of counts
- Tests for time series of counts based on the probability-generating function
Cited in
(4)- Change point detection in INAR( p ) models via likelihood ratio scanning method
- Forecasting natural disaster frequencies using nonstationary count time series models
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
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