Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis
By Jiwon Kang, Sangyeol Lee. 2009
61 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/088ded47a07a9d3728ea373a320f2d45d909609a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
In Statistics and Probability
- Sangyeol Lee
- Youngmi Lee
- Jiwon Kang
- Cathy W. S. Chen
- Roland Fried
- Konstantinos Fokianos
- Fukang Zhu
- Lajos Horv'ath
Citations in the corpus
- Parameter Change Test for Poisson Autoregressive Models (2014, background): “Kang & Lee (2009) proposed a CUSUM test for detecting change points in random coefficient integer-valued autoregressive models with Poisson innovations and used it to analyse polio data.”
- Interventions in log-linear Poisson autoregression (2012, background): “A close look at the data reveals that there might exist a long-term decrease of the incidence rate, see Zeger (1988), Li (1991), Fahrmeir and Tutz (2001, Chap.”
- Parameter change test for zero-inflated generalized Poisson autoregressive models (2016, methodology): “From Proposition A.4, we can see that I(θ0) −1/2 1√ n ∂L̃[ns](θ0) ∂θ w−→ Bd+2(s), Further, using Egorov’s theorem and Proposition A.5 (cf. Lemma 9 of Kang and Lee [34]), we obtain max 1≤k≤n √ k n ‖̃k‖ = oP(1).”