Changepoints in times series of counts

DOI10.1111/j.1467-9892.2011.00778.xzbMath1281.62181OpenAlexW2150319871MaRDI QIDQ5397949

Joseph Tadjuidje Kamgaing, Jürgen Franke, Claudia Kirch

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00778.x

zbMATH Keywords

conditional least-squaresCUSUM statisticthreshold autoregressionPoisson autoregressioninteger-valued time serieschangepoint testINGARCH

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

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