Test of parameter changes in a class of observation-driven models for count time series

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Cites work

A negative binomial integer-valued GARCH model
A negative binomial model for time series of counts
A regression model for time series of counts
Analysis of financial time series
Changepoints in the North Atlantic Tropical Cyclone Record
Changepoints in times series of counts
Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
Detection of changes in INAR models
GARCH processes: structure and estimation
scientific article; zbMATH DE number 3734998 (Why is no real title available?)
Inference and testing for structural change in general Poisson autoregressive models
Integer-Valued GARCH Process
Interventions in INGARCH processes
Limit theorems for iterated random functions
M-estimation for autoregression with infinite variance
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
On autocorrelation in a Poisson regression model
On the use of estimating functions in monitoring time series for change points
Parameter Change Test for Poisson Autoregressive Models
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
Poisson autoregression
Poisson QMLE of count time series models
Predictive model assessment for count data
Quasi-likelihood inference for negative binomial time series models
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
Retrospective change detection for binary time series models
Self-excited threshold Poisson autoregression
Structural breaks in time series
Structural changes in autoregressive models for binary time series
Testing Parameter Change in General Integer‐Valued Time Series
The Cusum Test for Parameter Change in Time Series Models
Theory and inference for a class of nonlinear models with application to time series of counts
Threshold negative binomial autoregressive model
Zero-inflated Poisson and negative binomial integer-valued GARCH models

Cited in

(9)

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
Recent progress in parameter change test for integer-valued time series models
CUSUM test for general nonlinear integer-valued GARCH models: comparison study
Detection of changes in INAR models
Tests for time series of counts based on the probability-generating function
Change detection in INARCH time series of counts
Interventions in INGARCH processes
Generalized Poisson integer-valued autoregressive processes with structural changes
Change point detection in INAR( p ) models via likelihood ratio scanning method

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