Pages that link to "Item:Q4599638"
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The following pages link to Tests for Structural Changes in Time Series of Counts (Q4599638):
Displaying 14 items.
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Testing for an excessive number of zeros in time series of bounded counts (Q2324282) (← links)
- A new look at time series of counts (Q3653098) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
- Sequential online monitoring for autoregressive time series of counts (Q6581393) (← links)
