Inference and testing for structural change in general Poisson autoregressive models (Q491391)
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scientific article
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| English | Inference and testing for structural change in general Poisson autoregressive models |
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Inference and testing for structural change in general Poisson autoregressive models (English)
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25 August 2015
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Poisson autoregression
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maximum likelihood estimator
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consistency
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asymptotic normality
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limit distribution
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time series
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change-point
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semiparametric test
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0.8836266398429871
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0.8776845335960388
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0.8733726143836975
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0.8669448494911194
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0.8554182648658752
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