Score test for parameter change in Poisson autoregressive models
type: Item
instance of: scholarly article
title: Score test for parameter change in Poisson autoregressive models
zbMATH Open document ID: 1398.62305
author: Jiwon Kang
author: Junmo Song
published in: Economics Letters
publication date: 2018-09-25T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6943199
zbMATH Keywords: Poisson autoregressive model
zbMATH Keywords: test for parameter change
zbMATH Keywords: score-based test
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.08.021
OpenAlex ID: W2748738865
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cites work: Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
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cites work: \(Z\)-process method for change point problems with applications to discretely observed diffusion processes
cites work: Absolute regularity and ergodicity of Poisson count processes
DOI: 10.1016/J.ECONLET.2017.08.021
description: scientific article; zbMATH DE number 6943199