Inference and testing for structural change in general Poisson autoregressive models

Paul Doukhan; William Kengne

doi:10.1214/15-EJS1038

Journal Articles Electronic Journal of Statistics Year : 2015

Inference and testing for structural change in general Poisson autoregressive models

(1) , (2)

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Paul Doukhan

Function : Author
PersonId : 1212384
ORCID : 0000-0001-6170-7008
IdRef : 031031269

Analyse, Géométrie et Modélisation

William Kengne

Function : Author
PersonId : 1142225
IdHAL : william-kengne

Théorie économique, modélisation et applications

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Polymers Mathematics [math] Economics and Finance

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https://cyu.hal.science/hal-02979929

Submitted on : Tuesday, October 27, 2020-1:21:53 PM

Last modification on : Thursday, May 30, 2024-3:47:29 PM

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hal-02979929 , version 1 (27-10-2020)

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HAL Id : hal-02979929 , version 1
DOI : 10.1214/15-EJS1038

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Paul Doukhan, William Kengne. Inference and testing for structural change in general Poisson autoregressive models. Electronic Journal of Statistics , 2015, 1, pp.1267-1314. ⟨10.1214/15-EJS1038⟩. ⟨hal-02979929⟩

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Inference and testing for structural change in general Poisson autoregressive models

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