A mixture integer-valued autoregressive model with a structural break

DOI10.22190/FUMI230203007PMaRDI QIDQ6560113zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.22190/FUMI230203007P

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)

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Cites work

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

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