Detection of Changes in INAR Models (Q2833353)

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Language	Label	Description	Also known as
English	Detection of Changes in INAR Models	scientific article

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scholarly article

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Detection of Changes in INAR Models (English)

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Šárka Hudecová

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Marie Hušková

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Simos G. Meintanis

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Springer Proceedings in Mathematics & Statistics

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publication date

18 November 2016

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-13881-7_2

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties

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Structural breaks in time series

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Change‐point monitoring in linear models

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Monitoring Structural Change

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Time series analysis: Methods and applications

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Retrospective change detection for binary time series models

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Changepoints in times series of counts

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Structural changes in autoregressive models for binary time series

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First‐order integer valued AR processes with zero inflated poisson innovations

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A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis

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Modelling time series of counts with overdispersion

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Detecting mean increases in Poisson INAR(1) processes with EWMA control charts

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Identifiers

zbMATH Open document ID

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10.1007/978-3-319-13881-7_2

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2833353

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