Detection of changes in INAR models

DOI10.1007/978-3-319-13881-7_2zbMATH Open1349.62405OpenAlexW104813943MaRDI QIDQ2833353FDOQ2833353

Authors: Šárka Hudecová, Marie Hušková, Simos G. Meintanis 

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_2

Recommendations

• Change detection in INARCH time series of counts
• Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
• Tests for structural changes in time series of counts
• Testing for INAR effects
• Test of parameter changes in a class of observation-driven models for count time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

Cites Work

• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order integer valued AR processes with zero inflated Poisson innovations
• Structural breaks in time series
• Time series analysis: Methods and applications
• Monitoring Structural Change
• Modelling time series of counts with overdispersion
• Change‐point monitoring in linear models
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Retrospective change detection for binary time series models
• Structural changes in autoregressive models for binary time series
• Changepoints in times series of counts
• A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
• Detecting mean increases in Poisson INAR(1) processes with EWMA control charts

Cited In (14)

• A mixture integer-valued autoregressive model with a structural break
• SPC methods for time-dependent processes of counts—A literature review
• Change detection in INARCH time series of counts
• Monitoring mean shift in INAR(1)s processes based on CLSE-CUSUM procedure
• Tests for structural changes in time series of counts
• Recent progress in parameter change test for integer-valued time series models
• Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
• Estimating monotonic change in the rate and dependence parameters of INAR(1) process (case study: IP counts data)
• Analysis of multiple model method for change detection of AR processes
• Intervention analysis for low-count time series with applications in public health
• Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
• Monitoring procedures for strict stationarity based on the multivariate characteristic function
• Test of parameter changes in a class of observation-driven models for count time series
• Testing for INAR effects

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