A mixture integer-valued autoregressive model with a structural break

DOI10.22190/FUMI230203007PMaRDI QIDQ6560113FDOQ6560113

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

Publication date: 21 June 2024

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

Recommendations

• Integer autoregressive models with structural breaks
• A mixed INAR(p) model
• Some geometric mixed integer-valued autoregressive (INAR) models
• A mixed thinning based geometric INAR(1) model
• A generalized mixture integer-valued GARCH model

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

This page was built for publication: A mixture integer-valued autoregressive model with a structural break

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6560113)