Consistent model selection procedure for general integer-valued time series

DOI10.1080/02331888.2022.2029861OpenAlexW3008317044MaRDI QIDQ5085219FDOQ5085219

Authors: Mamadou Lamine Diop, William Charky Kengne 

Publication date: 27 June 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.08789

zbMATH Keywords

model selectionconsistencypenalized contrastinteger-valued time seriesPoisson quasi-likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

• Epidemic change-point detection in general integer-valued time series
• On consistency for time series model selection

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