Conditional heteroscedasticity test for Poisson autoregressive model
DOI10.1080/03610926.2015.1085560zbMATH Open1368.62249OpenAlexW2395551833MaRDI QIDQ4975153FDOQ4975153
Authors: Zhiwen Zhao, Dehui Wang, Cui-Xin Peng 
Publication date: 3 August 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1085560
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estimating equationempirical likelihoodPoisson autoregressive modelconditional heteroscedasticityinteger-valued time series
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Empirical likelihood ratio confidence regions
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Empirical likelihood for linear models
- Observation-driven models for Poisson counts
- Empirical likelihood ratio confidence intervals for a single functional
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Integer-Valued GARCH Process
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Empirical likelihood confidence regions in time series models
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Estimation and testing for a Poisson autoregressive model
- An adaptive empirical likelihood test for parametric time series regression models
- Generalized empirical likelihood tests in time series models with potential identification failure
- Statistical inference for generalized random coefficient autoregressive model
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
Cited In (6)
- Estimation and testing for a Poisson autoregressive model
- Specification Test for Poisson Regression Models
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- Parameter Change Test for Poisson Autoregressive Models
- Stationarity test for Poisson autoregressive model
- A robust approach for testing parameter change in Poisson autoregressive models
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