Recent progress in parameter change test for integer-valued time series models (Q2132020)

scientific article

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English	Recent progress in parameter change test for integer-valued time series models	scientific article

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instance of

scholarly article

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title

Recent progress in parameter change test for integer-valued time series models (English)

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Journal of the Korean Statistical Society

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publication date

27 April 2022

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zbMATH Keywords

time series of counts

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INAR models

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INGARCH models

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parameter change test

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CUSUM test

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s42952-020-00102-4

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cites work

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Robust and efficient estimation by minimising a density power divergence

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A new bivariate integer-valued GARCH model allowing for negative cross-correlation

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Testing Parameter Change in General Integer‐Valued Time Series

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Correction to ``On weak dependence conditions for Poisson autoregressions''

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Weak convergence of the sample distribution function when parameters are estimated

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Q4917419

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Integer-Valued GARCH Process

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Some recent progress in count time series

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Poisson Autoregression

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Interventions in INGARCH processes

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Interventions in log-linear Poisson autoregression

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Retrospective change detection for binary time series models

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Nonlinear Poisson autoregression

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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

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Changepoints in times series of counts

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Robust estimation in the normal mixture model

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Structural changes in autoregressive models for binary time series

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Tests for time series of counts based on the probability-generating function

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Detection of Changes in INAR Models

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Change Detection in INARCH Time Series of Counts

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Identifiers

zbMATH Open document ID

1485.62124

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DOI

10.1007/s42952-020-00102-4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2132020