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Dynamic changepoint detection in count time series: a particle filter approach - MaRDI portal

Dynamic changepoint detection in count time series: a particle filter approach (Q5106758)

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scientific article; zbMATH DE number 7191923
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English
Dynamic changepoint detection in count time series: a particle filter approach
scientific article; zbMATH DE number 7191923

    Statements

    title
    Dynamic changepoint detection in count time series: a particle filter approach (English)
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    publication date
    22 April 2020
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    zbMATH Keywords
    time series
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    changepoint detection
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    structural breaks
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    Poisson
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    ZIP
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    negative binomial
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    ZINB
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    dynamic models
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    particle filters
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    Identifiers

    zbMATH DE Number
    7191923
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    OpenAlex ID
    W2520688385
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