Pages that link to "Item:Q2131967"

The following pages link to A robust approach for testing parameter change in Poisson autoregressive models (Q2131967):

Displaying 10 items.

• Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
• Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
• Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
• Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
• Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• Analysis of Poisson varying-coefficient models with autoregression (Q4639147) (← links)