Interventions in INGARCH processes
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Cites work
- scientific article; zbMATH DE number 3734998 (Why is no real title available?)
- scientific article; zbMATH DE number 2058053 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
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- Detection of outlier patches in autoregressive time series
- Generalized autoregressive conditional heteroscedasticity
- Integer-Valued GARCH Process
- Intervention Analysis with Applications to Economic and Environmental Problems
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
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- Observation-driven models for Poisson counts
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- Time Series Models Based on Generalized Linear Models: Some Further Results
- Time series of count data: Modeling, estimation and diagnostics
Cited in
(66)- Structural changes in autoregressive models for binary time series
- On robust estimation of negative binomial INARCH models
- Changepoints in times series of counts
- Bayesian multiple change-points detection in autocorrelated binary process with application to COVID-19 infection pattern
- Generalized autoregressive moving average models with GARCH errors
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Doubly-inflated Poisson INGARCH models for count time series
- Modeling time series of counts with COM-Poisson INGARCH models
- Learning CHARME models with neural networks
- Modelling interventions in INGARCH processes
- Temporal aggregation and systematic sampling for INGARCH processes
- Sequential online monitoring for autoregressive time series of counts
- Integer-valued moving average models with structural changes
- Change detection in INARCH time series of counts
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- Recent progress in parameter change test for integer-valued time series models
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
- Retrospective Bayesian outlier detection in INGARCH series
- On conditional maximum likelihood estimation for INGARCH(p,q) models
- Rejoinder on: Some recent theory for autoregressive count time series
- Interventions in log-linear Poisson autoregression
- Tests for changes in count time series models with exogenous covariates
- Generalized ARMA models with martingale difference errors
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Sequential monitoring process for bivariate signed integer-valued autoregressive models
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Robust estimation methods for a class of log-linear count time series models
- Interventions in GARCE branching processes with application to Ebola virus data
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
- Nearly unstable integer‐valued ARCH process and unit root testing
- Quantile regression estimation for Poisson autoregressive models
- Monitoring parameter change for bivariate time series models of counts
- Exponential family QMLE-based CUSUM test for integer-valued time series
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Order shrinkage and selection for the INGARCH(p,q) model
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- Comments on: Some recent theory for autoregressive count time series
- Sequential change point monitoring for bivariate INGARCH models
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- Hysteretic Poisson INGARCH model for integer-valued time series
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
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- Robust parameter change test for Poisson autoregressive models
- A negative binomial integer-valued GARCH model
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- Mixtures of nonlinear Poisson autoregressions
- Diagnostic analytics for the mixed Poisson INGARCH model with applications
- Nonstationary INAR(1) process with qth-order autocorrelation innovation
- Tests for time series of counts based on the probability-generating function
- Density power divergence estimator for general integer-valued time series with exogenous covariates
- Some recent theory for autoregressive count time series
- Robust fitting of INARCH models
- Parameter Change Test for Poisson Autoregressive Models
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Test of parameter changes in a class of observation-driven models for count time series
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
- A robust approach for testing parameter change in Poisson autoregressive models
- Binomial AR(1) processes with innovational outliers
- Minimum density power divergence estimator for Poisson autoregressive models
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
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