Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030)

scientific article; zbMATH DE number 7890910

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English	Change-point analysis for binomial autoregressive model with application to price stability counts	scientific article; zbMATH DE number 7890910

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instance of

scholarly article

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title

Change-point analysis for binomial autoregressive model with application to price stability counts (English)

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Journal of Computational and Applied Mathematics

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publication date

1 August 2024

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zbMATH Keywords

BAR(1) model

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change-point

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INAR(1) model

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parameter estimation

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CUSUM test

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MaRDI profile type

Publication

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cites work

Discrete analogues of self-decomposability and stability

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Bivariate integer-autoregressive process with an application to mutual fund flows

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Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts

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A semi-parametric integer-valued autoregressive model with covariates

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Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation

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Efficient Probabilistic Forecasts for Counts

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The predictive distributions of thinning‐based count processes

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Untangling serially dependent underreported count data for gender-based violence

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Heterogeneous INAR(1) model with application to car insurance

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Bivariate binomial autoregressive models

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BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING

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A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion

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Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data

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Binomial AR(1) processes: moments, cumulants, and estimation

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Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry

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Goodness-of-fit tests for binomial AR(1) processes

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Testing for an excessive number of zeros in time series of bounded counts

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CONTINUOUS INSPECTION SCHEMES

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A test for a change in a parameter occurring at an unknown point

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Structural breaks in time series

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Inference for single and multiple change-points in time series

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Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses

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Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

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Parameter change test for periodic integer-valued autoregressive process

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Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data

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An empirical-likelihood-based structural-change test for INAR processes

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Statistical analysis of the non-stationary binomial AR(1) model with change point

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Diagnosing and modeling extra-binomial variation for time-dependent counts

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Parameter change test for zero-inflated generalized Poisson autoregressive models

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Q3995624

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Structural Break Estimation for Nonstationary Time Series Models

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Optimal Detection of Changepoints With a Linear Computational Cost

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Wild binary segmentation for multiple change-point detection

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The Cusum Test for Parameter Change in Time Series Models

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Consistencies and rates of convergence of jump-penalized least squares estimators

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Data-driven selection of the number of change-points via error rate control

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Nuisance-parameter-free changepoint detection in non-stationary series

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Consistency of minimum description length model selection for piecewise stationary time series models

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Regular variation of GARCH processes.

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Identifiers

DOI

10.1016/j.cam.2024.116079

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6582030