Changepoints in times series of counts

DOI10.1111/j.1467-9892.2011.00778.xzbMath1281.62181MaRDI QIDQ5397949

Joseph Tadjuidje Kamgaing, Jürgen Franke, Claudia Kirch

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00778.x

zbMATH Keywords

conditional least-squares; CUSUM statistic; threshold autoregression; Poisson autoregression; integer-valued time series; changepoint test; INGARCH

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F10: Point estimation

62M07: Non-Markovian processes: hypothesis testing

62F05: Asymptotic properties of parametric tests

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