An empirical-likelihood-based structural-change test for INAR processes

DOI10.1080/00949655.2022.2109635OpenAlexW4293791166MaRDI QIDQ5887984FDOQ5887984

Authors: Christian H. Weiß, Kaizhi Yu 

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2109635

Recommendations

• Modified testing for structural changes in autoregressive processes
• Likelihood ratio tests for the structural change of an AR(\(p\)) model to a threshold AR(\(p\)) model
• Statistical Inference for Structurally Changed Threshold Autoregressive Models
• Empirical likelihood for change point detection in autoregressive models
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
• Testing for structural change in regression with long memory processes
• Inference and testing for structural change in general Poisson autoregressive models
• Testing structural change in time-series nonparametric regression models

zbMATH Keywords

COVID-19empirical likelihoodparameter change testcount time seriesINAR model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• A goodness-of-fit test for integer-valued autoregressive processes
• An Introduction to Discrete‐Valued Time Series
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Empirical likelihood and general estimating equations
• Empirical likelihood
• A regression model for time series of counts
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
• Empirical likelihood inference for random coefficient INAR(\(p\)) process
• Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Empirical likelihood for break detection in time series
• Tests for time series of counts based on the probability-generating function
• Tests for structural changes in time series of counts
• Empirical likelihood for linear and log-linear INGARCH models
• Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
• Empirical likelihood for change point detection in autoregressive models
• Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)

Cited In (1)

• Change-point analysis for binomial autoregressive model with application to price stability counts

This page was built for publication: An empirical-likelihood-based structural-change test for INAR processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5887984)