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Journal Articles Electronic Journal of Statistics Year : 2015

Inference and testing for structural change in general Poisson autoregressive models

Paul Doukhan
  • Function : Author
Analyse, Géométrie et Modélisation
William Kengne
  • Function : Author
  • PersonId : 1051092
Théorie économique, modélisation et applications

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Polymers Mathematics [math] Economics and Finance

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https://hal-cyu.archives-ouvertes.fr/hal-02979929

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

Last modification on : Friday, March 24, 2023-2:53:19 PM

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

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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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