Tests for Structural Changes in Time Series of Counts

DOI10.1111/sjos.12278zbMath1419.62233OpenAlexW2674694370MaRDI QIDQ4599638

Šárka Hudecová, Marie Hušková, Simos G. Meintanis

Publication date: 4 January 2018

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12278

zbMATH Keywords

bootstraptime seriesempirical probability generating functionPoisson autoregressionchange-point testinteger autoregression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (9)

Monitoring parameter change for time series models with application to location-Scale heteroscedastic models ⋮ An empirical-likelihood-based structural-change test for INAR processes ⋮ Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations ⋮ A robust approach for testing parameter change in Poisson autoregressive models ⋮ 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 ⋮ Modeling and inference for multivariate time series of counts based on the INGARCH scheme ⋮ Generalized Poisson integer-valued autoregressive processes with structural changes

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