Parameter change test for zero-inflated generalized Poisson autoregressive models

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Bayesian causality test for integer‐valued time series models with applications to climate and crime data (2017, background): “Kang and Lee (2014) and Lee et al. (2016) considered the zero-inflated generalized Poisson auto-regressive model to deal with a parameter change test.”
Poisson QMLE of Count Time Series Models (2016, background): “By Theorem 1 and Remark 2 in Lee et al. (2015), who considered a zero-inflated GP AR model, strict and second-order stationarity, as well as ergodicity, hold under (27) in the case .p; q/ D .1; 1/.”