Inference and testing for structural change in general Poisson autoregressive models
From MaRDI portal
Publication:491391
DOI10.1214/15-EJS1038zbMath1349.62397arXiv1305.1751MaRDI QIDQ491391
Paul Doukhan, William Charky Kengne
Publication date: 25 August 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.1751
consistencyasymptotic normalitytime seriesmaximum likelihood estimatorlimit distributionchange-pointPoisson autoregressionsemiparametric test
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
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