Estimation of change‐point for a class of count time series models

DOI10.1111/sjos.12489OpenAlexW3080135770MaRDI QIDQ5042671

Yunwei Cui, Qi Zheng, Rongning Wu

Publication date: 25 October 2022

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

Full work available at URL: https://doi.org/10.1111/sjos.12489

zbMATH Keywords

change-point estimationinteger-valued time seriesnegative binomial INARCH modelPoisson INARCH model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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

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