Structural changes in autoregressive models for binary time series
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Cites work
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A simple cumulative sum type statistic for the change-point problem with zero-one observations
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Change in autoregressive processes
- Changepoints in times series of counts
- Consistency of an estimator of the number of changes in binomial observations
- Detection of structural changes in generalized linear models
- Dynamic time series binary choice
- Interventions in INGARCH processes
- Limit theorem in change-point analysis for dependent data.
- Markov Chains and Stochastic Stability
- Mixing: Properties and examples
- Monitoring changes in linear models
- On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
- On the detection of changes in autoregressive time series. I: Asymptotics.
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Structural breaks in time series
- Testing for a change in the parameter values and order of an autoregressive model
- Testing for change points in time series models and limiting theorems for NED sequences
- The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations
- The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
- The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
Cited in
(30)- Retrospective change detection for binary time series models
- Piecewise autoregression for general integer-valued time series
- A general procedure for change-point detection in multivariate time series
- A Bayesian analysis of a change in the parameters of autoregressive time series
- Mean targeting estimation for integer-valued time series with application to change point test
- A mixture integer-valued autoregressive model with a structural break
- 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
- Integer-valued moving average models with structural changes
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- An Econometric Analysis of Some Models for Constructed Binary Time Series
- Recent progress in parameter change test for integer-valued time series models
- Statistical analysis of the non-stationary binomial AR(1) model with change point
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- A Bayesian detection of structural changes in autoregressive time series models
- 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
- Sequential change-point detection in a multinomial logistic regression model
- Structural change in AR(1) models
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- Binary time series models in change point detection tests
- 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
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