Journal of Jilin University Science Edition

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Stationarity Test for Poisson Autoregressive Model

ZHAO Zhiwen1, BI Li1, ZHANG Meili2   

  1. 1. College of Mathematics, Jilin Normal University, Siping 136000, Jilin Province, China;2. Department of Basis, Dalian Naval Academy, Dalian 116000, Liaoning Province, China
  • Received:2014-06-10 Online:2015-03-26 Published:2015-03-24
  • Contact: ZHAO Zhiwen E-mail:zhaozhiwen@126.com

Abstract:

We studied the stationarity test problem for Poisson autoregressive model using the empirical likelihood method. The empirical likelihood ratio statistic was established and its limiting distribution was obtained under null hypothesis. The finite sample property was also examined through Monte Carlo simulations. 

Key words: Poisson autoregression;  , empirical likelihood; , least square

CLC Number: 

  • O212.1