Estimation and testing for a Poisson autoregressive model
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Publication:626420
DOI10.1007/S00184-009-0274-ZzbMATH Open1206.62155OpenAlexW2028281658MaRDI QIDQ626420FDOQ626420
Authors: Fukang Zhu, Dehui Wang 
Publication date: 18 February 2011
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0274-z
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Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- Estimation and testing for the parameters of ARCH(q) under ordered restriction
Cited In (38)
- A study for the NMBAR(1) processes
- A model for integer-valued time series with conditional overdispersion
- Poisson autoregression
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- Nonlinear Poisson autoregression
- Testing the compounding structure of the CP-INARCH model
- Tests for the response distribution in a Poisson regression model
- Softplus beta negative binomial integer-valued GARCH model
- Doubly-inflated Poisson INGARCH models for count time series
- Modeling time series of counts with COM-Poisson INGARCH models
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Specification Test for Poisson Regression Models
- Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations
- Softplus INGARCH Model
- Conditional heteroscedasticity test for Poisson autoregressive model
- Analysis of Poisson varying-coefficient models with autoregression
- Diagnostic checks in time series models based on a new correlation coefficient of residuals
- Detecting overdispersion in INARCH(1) processes
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- A negative binomial integer-valued GARCH model
- A Poisson INAR(1) model with serially dependent innovations
- Empirical likelihood for linear and log-linear INGARCH models
- On weak dependence conditions for Poisson autoregressions
- On autocorrelation in a Poisson regression model
- Bivariate binomial autoregressive models
- Testing for Poisson arrivals in INAR(1) processes
- Robust fitting of INARCH models
- Influence diagnostics in log-linear integer-valued GARCH models
- Parameter Change Test for Poisson Autoregressive Models
- Stationarity test for Poisson autoregressive model
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- A mixture integer-valued ARCH model
- A robust approach for testing parameter change in Poisson autoregressive models
- A binomial integer-valued ARCH model
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
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