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

DOI10.1007/S42952-020-00102-4zbMATH Open1485.62124OpenAlexW3143966044MaRDI QIDQ2132020FDOQ2132020

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-020-00102-4

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zbMATH Keywords

time series of counts CUSUM test parameter change test INAR models INGARCH models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)

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Cited In (7)

Parameter change test for periodic integer-valued autoregressive process
Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
Change-point analysis for binomial autoregressive model with application to price stability counts
CUSUM test for general nonlinear integer-valued GARCH models: comparison study
Monitoring parameter change for bivariate time series models of counts
Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
Testing Parameter Change in General Integer‐Valued Time Series

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