Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

DOI10.1111/j.1467-9892.2009.00608.xzbMath1221.62126OpenAlexW2053374113MaRDI QIDQ3077649

Sangyeol Lee, Jiwon Kang

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00608.x

zbMATH Keywords

conditional least squares estimatorCUSUM testquasi-likelihood estimatormodels of count dataRCINAR model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07)

Related Items (31)

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Uses Software

• Fahrmeir

Cites Work

• On conditional least squares estimation for stochastic processes
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Test for parameter change in stochastic processes based on conditional least-squares estimator
• First-order random coefficient integer-valued autoregressive processes
• A test for a change in a parameter occurring at an unknown point
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• A regression model for time series of counts
• The monte carlo newton-raphson algorithm
• On autocorrelation in a Poisson regression model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• The Cusum Test for Parameter Change in Time Series Models
• Monte Carlo EM Estimation for Time Series Models Involving Counts

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