A mixture integer-valued autoregressive model with a structural break

DOI10.22190/FUMI230203007PMaRDI QIDQ6560113FDOQ6560113

Predrag Popović, Milena S. Stojanović, Miroslav M. Ristić

Publication date: 21 June 2024

Published in: Facta Universitatis. Series Mathematics and Informatics (Search for Journal in Brave)

zbMATH Keywords

structural breakbinomial thinningnegative binomial thinninginteger-valued autoregressive modelmixture of INAR models

Mathematics Subject Classification ID

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

Cites Work

• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Structural breaks in time series
• The maximum likelihood method for testing changes in the parameters of normal observations
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Structural changes in autoregressive models for binary time series
• Changepoints in times series of counts
• Inference about the change-point in a sequence of binomial variables
• Detecting a Changed Segment in DNA Sequences
• Generalized Poisson autoregressive models for time series of counts
• Integer autoregressive models with structural breaks
• Detection of Changes in INAR Models
• Integer-valued moving average models with structural changes

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