Parameter Change Test for Poisson Autoregressive Models
Author:
Affiliation:
1. Department of Statistics; Seoul National University
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12088/fullpdf
Reference31 articles.
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3. Monte Carlo EM estimation for time series models involving counts;Chan;J. Amer. Statist. Assoc.,1995
4. On autocorrelation in a Poisson regression model;Davis;Biometrika,2000
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