Retrospective change detection for binary time series models
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Cites work
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- Change detection in autoregressive time series
- Change detection in linear regression with time series errors
- Change in autoregressive processes
- Detection of structural changes in generalized linear models
- Martingale Type Statistics Applied to Change Points Detection
- Monitoring parameter change in AR\((p)\) time series models
- Monitoring surgical performance using risk-adjusted cumulative sum charts
- On strong invariance principles under dependence assumptions
- On the detection of changes in autoregressive time series. I: Asymptotics.
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Risk-adjusted monitoring of time to event
- Statistical Surveillance. Optimality and Methods
- Testing for changes in the covariance structure of linear processes
- Testing for parameter constancy in general causal time-series models
- Testing for parameter stability in nonlinear autoregressive models
Cited in
(26)- A general procedure for change-point detection in multivariate time series
- Mean targeting estimation for integer-valued time series with application to change point test
- Comments on: ``Extensions of some classical methods in change point analysis
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- On the use of estimating functions in monitoring time series for change points
- Sequential online monitoring for autoregressive time series of counts
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- Retrospective change detection in categorical time series
- Recent progress in parameter change test for integer-valued time series models
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- Flexible risk-adjusted surveillance procedures for autocorrelated binary series
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Monitoring parameter change for bivariate time series models of counts
- Exponential family QMLE-based CUSUM test for integer-valued time series
- A change-point problem in relative error-based regression
- Sequential change-point detection in a multinomial logistic regression model
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- Binary time series models in change point detection tests
- Segmented linear regression modelling of time-series of binary variables in healthcare
- Detection of changes in INAR models
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Test of parameter changes in a class of observation-driven models for count time series
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Assessing changes over time in healthcare provider performance: addressing regression to the mean over multiple time points
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