Changepoints in times series of counts (Q5397949): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a change in the parameter values and order of an autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure invariance principles for weakly dependent vector-valued random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On weak dependence conditions for Poisson autoregressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integer-Valued GARCH Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some recent progress in count time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interventions in INGARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-linear Poisson autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Poisson Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change in autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the detection of changes in autoregressive time series. I: Asymptotics. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convolution-closed models for count time series with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for parameter stability in nonlinear autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure invariance principles for partial sums of mixing B-valued random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the residuals of autoregressive processes and polynomial regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absolute regularity and ergodicity of Poisson count processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255425 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relations between Weak and Uniform Convergence of Measures with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The INARCH(1) Model for Overdispersed Time Series of Counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: INARCH(1) processes: Higher-order moments and jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold heteroskedastic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning / rank
 
Normal rank

Latest revision as of 10:09, 7 July 2024

scientific article; zbMATH DE number 6261452
Language Label Description Also known as
English
Changepoints in times series of counts
scientific article; zbMATH DE number 6261452

    Statements

    Changepoints in times series of counts (English)
    0 references
    0 references
    0 references
    25 February 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    integer-valued time series
    0 references
    Poisson autoregression
    0 references
    INGARCH
    0 references
    threshold autoregression
    0 references
    changepoint test
    0 references
    CUSUM statistic
    0 references
    conditional least-squares
    0 references
    0 references
    0 references
    0 references