Consistent model selection procedure for general integer-valued time series

DOI10.1080/02331888.2022.2029861MaRDI QIDQ5085219zbMATH OpenOpenAlexFDO

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

consistencyinteger-valued time seriesmodel selectionpenalized contrastPoisson quasi-likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

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

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