Browsing by Subject "Poisson autoregression"
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Tests for structural changes in time series of counts
(Wiley, 2017)We propose methods for detecting structural changes in time series with discrete-valued observations. The detector statistics come in familiar L2-type formulations incorporating the empirical probability generating function. ... -
Tests for time series of counts based on the probability-generating functions for time series of counts based on the probability-generating function
(Taylor & Francis, 2015)We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the ...