IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-02979913.html
   My bibliography  Save this paper

Inference and testing for structural change in general Poisson autoregressive models

Author

Listed:
  • William Kengne

    (THEMA - Théorie économique, modélisation et applications - CNRS - Centre National de la Recherche Scientifique - CY - CY Cergy Paris Université)

  • Paul Doukhan

    (AGM - UMR 8088 - Analyse, Géométrie et Modélisation - CNRS - Centre National de la Recherche Scientifique - CY - CY Cergy Paris Université)

Abstract

No abstract is available for this item.

Suggested Citation

  • William Kengne & Paul Doukhan, 2015. "Inference and testing for structural change in general Poisson autoregressive models," Post-Print hal-02979913, HAL.
    • Handle: RePEc:hal:journl:hal-02979913
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. William Kengne & Isidore S. Ngongo, 2022. "Inference for nonstationary time series of counts with application to change-point problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 801-835, August.
    2. Aknouche, Abdelhakim & Bendjeddou, Sara, 2016. "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper 76574, University Library of Munich, Germany, revised 03 Feb 2017.
    3. Cui, Yunwei & Zheng, Qi, 2017. "Conditional maximum likelihood estimation for a class of observation-driven time series models for count data," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 193-201.
    4. Paul Doukhan & Konstantinos Fokianos & Joseph Rynkiewicz, 2021. "Mixtures of Nonlinear Poisson Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(1), pages 107-135, January.
    5. Mamadou Lamine Diop & William Kengne, 2022. "Poisson QMLE for change-point detection in general integer-valued time series models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(3), pages 373-403, April.
    6. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2017. "Tests for Structural Changes in Time Series of Counts," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 843-865, December.
    7. Kang, Jiwon & Song, Junmo, 2017. "Score test for parameter change in Poisson autoregressive models," Economics Letters, Elsevier, vol. 160(C), pages 33-37.
    8. Mamadou Lamine Diop & William Kengne, 2023. "A general procedure for change-point detection in multivariate time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 1-33, March.
    9. Youngmi Lee & Sangyeol Lee & Dag Tjøstheim, 2018. "Asymptotic normality and parameter change test for bivariate Poisson INGARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 52-69, March.
    10. Mamadou Lamine Diop & William Kengne, 2017. "Testing Parameter Change in General Integer-Valued Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 880-894, November.
    11. Byungsoo Kim & Sangyeol Lee, 2020. "Robust estimation for general integer-valued time series models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1371-1396, December.
    12. Yunwei Cui & Rongning Wu & Qi Zheng, 2021. "Estimation of change‐point for a class of count time series models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1277-1313, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-02979913. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.