Robust parameter change test for Poisson autoregressive models

DOI10.1016/j.spl.2015.04.027zbMath1356.62142OpenAlexW229413884MaRDI QIDQ491688

Jiwon Kang, Junmo Song

Publication date: 19 August 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.027

zbMATH Keywords

outliersPoisson autoregressive modelrobust testminimum density power divergence estimatortest for parameter change

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Non-Markovian processes: hypothesis testing (62M07)

Related Items

A robust approach for testing parameter change in Poisson autoregressive models, Recent progress in parameter change test for integer-valued time series models, Test for parameter change in the presence of outliers: the density power divergence-based approach, A general procedure for change-point detection in multivariate time series, Sequential change point test in the presence of outliers: the density power divergence based approach, SPC methods for time-dependent processes of counts—A literature review

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