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

DOI10.1080/00949655.2016.1192171zbMath1492.62132OpenAlexW2520688385MaRDI QIDQ5106758

Paulo Henrique Dourado da Silva, Cibele Queiroz da-Silva

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1192171

zbMATH Keywords

time seriesparticle filtersstructural breaksPoissonnegative binomialdynamic modelschangepoint detectionZINBZIP

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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