Piecewise autoregression for general integer-valued time series (Q826981): Difference between revisions

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+Poisson QMLE of Count Time Series Models
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Multiple breaks detection in general causal time series using penalized quasi-likelihood
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+Segmentation of the Poisson and negative binomial rate models: a penalized estimator
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+Model selection for the segmentation of multiparameter exponential family distributions
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+On consistency of minimum description length model selection for piecewise autoregressions
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+Break Detection for a Class of Nonlinear Time Series Models
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+Theory and inference for a class of nonlinear models with application to time series of counts
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+Consistency of minimum description length model selection for piecewise stationary time series models
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+Testing Parameter Change in General Integer‐Valued Time Series
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+Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models
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+On weak dependence conditions for Poisson autoregressions
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+Correction to ``On weak dependence conditions for Poisson autoregressions''
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+Inference and testing for structural change in general Poisson autoregressive models
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+Poisson Autoregression
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+Log-linear Poisson autoregression
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+Nonlinear Poisson autoregression
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+Changepoints in times series of counts
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+Normal rank
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+Wild binary segmentation for multiple change-point detection
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+Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes
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+Multiple Change-Point Estimation With a Total Variation Penalty
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+Structural changes in autoregressive models for binary time series
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Parameter Change Test for Poisson Autoregressive Models
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+Integer autoregressive models with structural breaks
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+Detecting multiple change-points in the mean of Gaussian process by model selection
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+Optimal model selection for density estimation of stationary data under various mixing condi\-tions
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+Sequential change-point detection in time series models based on pairwise likelihood
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+A pairwise likelihood-based approach for changepoint detection in multivariate time series models
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+Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
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