Change point detection in INAR( p ) models via likelihood ratio scanning method

Cites work

A Bayesian Analysis for Change Point Problems
A Kolmogorov-type test for second-order stochastic dominance
A test for a change in a parameter occurring at an unknown point
An empirical-likelihood-based structural-change test for INAR processes
An integer-valued pth-order autoregressive structure (INAR(p)) process
Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
Discrete analogues of self-decomposability and stability
Estimating monotonic change in the rate and dependence parameters of INAR(1) process (case study: IP counts data)
Estimation of change-points in linear and nonlinear time series models
FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
Generalized Poisson integer-valued autoregressive processes with structural changes
scientific article; zbMATH DE number 45100 (Why is no real title available?)
Inference for multiple change points in time series via likelihood ratio scan statistics
Integer autoregressive models with structural breaks
MCMC for Integer-Valued ARMA processes
On tests for detecting change in mean
Optimal detection of changepoints with a linear computational cost
Structural Break Estimation for Nonstationary Time Series Models
Test of parameter changes in a class of observation-driven models for count time series
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Wild binary segmentation for multiple change-point detection

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