Exponential family QMLE-based CUSUM test for integer-valued time series
From MaRDI portal
Publication:6116981
DOI10.1080/03610918.2021.1897620OpenAlexW3134653835WikidataQ115551215 ScholiaQ115551215MaRDI QIDQ6116981
Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1897620
CUSUM testparameter change testcount time seriesquasi-maximum likelihood estimatesINGARCH and INAR models
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Retrospective change detection for binary time series models
- Absolute regularity and ergodicity of Poisson count processes
- Robust estimation for general integer-valued time series models
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Modified residual CUSUM test for location-scale time series models with heteroscedasticity
- Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models
- Poisson QMLE of Count Time Series Models
- Theory and inference for a class of nonlinear models with application to time series of counts
- Parameter Change Test for Poisson Autoregressive Models
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
- Poisson Autoregression
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- A negative binomial model for time series of counts
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Integer-Valued GARCH Process
- First order autoregressive time series with negative binomial and geometric marginals
- Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models
- An Introduction to Discrete‐Valued Time Series
- The Cusum Test for Parameter Change in Time Series Models
- Interventions in log-linear Poisson autoregression
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- Interventions in INGARCH processes
- Changepoints in times series of counts
- Parameter change test for zero-inflated generalized Poisson autoregressive models
This page was built for publication: Exponential family QMLE-based CUSUM test for integer-valued time series