Detection of Changes in INAR Models
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Publication:2833353
DOI10.1007/978-3-319-13881-7_2zbMath1349.62405OpenAlexW104813943MaRDI QIDQ2833353
Šárka Hudecová, Simos G. Meintanis, Marie Hušková
Publication date: 18 November 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)
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Cites Work
- Modelling time series of counts with overdispersion
- Retrospective change detection for binary time series models
- Structural changes in autoregressive models for binary time series
- Time series analysis: Methods and applications
- Structural breaks in time series
- A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
- Change‐point monitoring in linear models
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Monitoring Structural Change
- Detecting mean increases in Poisson INAR(1) processes with EWMA control charts
- Changepoints in times series of counts
- First‐order integer valued AR processes with zero inflated poisson innovations
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