Retrospective change detection for binary time series models

DOI10.1016/j.jspi.2013.08.017zbMath1278.62143OpenAlexW2050387677MaRDI QIDQ393542

Abdulkadir Hussein, Edit Gombay, Konstantinos Fokianos

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.08.017

zbMATH Keywords

weak convergencelogistic regressionmaximum partial likelihood estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

Related Items (22)

Monitoring parameter change for time series models with application to location-Scale heteroscedastic models ⋮ Recent progress in parameter change test for integer-valued time series models ⋮ Test of parameter changes in a class of observation-driven models for count time series ⋮ Mean targeting estimation for integer-valued time series with application to change point test ⋮ Flexible risk-adjusted surveillance procedures for autocorrelated binary series ⋮ Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme ⋮ Monitoring parameter change for bivariate time series models of counts ⋮ Residual-based CUSUM of squares test for Poisson integer-valued GARCH models ⋮ A general procedure for change-point detection in multivariate time series ⋮ Exponential family QMLE-based CUSUM test for integer-valued time series ⋮ A change-point problem in relative error-based regression ⋮ Asymptotic normality and parameter change test for bivariate Poisson INGARCH models ⋮ Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale ⋮ Parameter change test for zero-inflated generalized Poisson autoregressive models ⋮ Sequential change-point detection in a multinomial logistic regression model ⋮ Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models ⋮ Detection of Changes in INAR Models ⋮ Modeling and inference for multivariate time series of counts based on the INGARCH scheme ⋮ CUSUM test for general nonlinear integer-valued GARCH models: comparison study ⋮ On the use of estimating functions in monitoring time series for change points ⋮ Comments on: ``Extensions of some classical methods in change point analysis ⋮ Binary Time Series Models in Change Point Detection Tests

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