Tests for structural changes in time series of counts
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(30)- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Inference for nonstationary time series of counts with application to change-point problems
- A robust approach for testing parameter change in Poisson autoregressive models
- Testing for an excessive number of zeros in time series of bounded counts
- Detection of changes in INAR models
- A new look at time series of counts
- Structural changes in autoregressive models for binary time series
- Inference and testing for structural change in general Poisson autoregressive models
- Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
- Test of parameter changes in a class of observation-driven models for count time series
- Integer autoregressive models with structural breaks
- Tests for time series of counts based on the probability-generating function
- Change detection in INARCH time series of counts
- Interventions in INGARCH processes
- Changepoints in times series of counts
- Generalized Poisson integer-valued autoregressive processes with structural changes
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
- An empirical-likelihood-based structural-change test for INAR processes
- Monitoring parameter change for bivariate time series models of counts
- A general procedure for change-point detection in multivariate time series
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
- Sequential online monitoring for autoregressive time series of counts
- Sequential monitoring process for bivariate signed integer-valued autoregressive models
- Modeling and inferences for bivariate signed integer-valued autoregressive models
- Modeling and inferences for possibly negatively-correlated multivariate time series of counts based on INGARCH scheme
- Modeling and inferences for bounded multivariate time series of counts
- Tests for changes in count time series models with exogenous covariates
- Sequential change point monitoring for bivariate INGARCH models
- Tests for a structural break for nonnegative integer-valued time series
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