SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interventions in INGARCH processes
2 references·16 citing·26 second hop
Interventions in INGARCH processes (2010)Interventions in INGARCH processesInteger‐Valued GARCH Process (2006)Integer‐Valued GARCH ProcessGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (2022)Monitoring parameter change f…Recent progress in parameter change test for integer-valued time series models (2021)Recent progress in parameter …Exponential family QMLE-based CUSUM test for integer-valued time series (2021)Exponential family QMLE-based…Moralization in social networks and the emergence of violence during protests (2018)Moralization in social networ…CUSUM test for general nonlinear integer-valued GARCH models: comparison study (2018)CUSUM test for general nonlin…Tests for Structural Changes in Time Series of Counts (2017)Tests for Structural Changes …Hysteretic Poisson INGARCH model for integer-valued time series (2017)Hysteretic Poisson INGARCH mo…Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (2016)Asymptotic normality and para…Inference and testing for structural change in general Poisson autoregressive models (2015)Inference and testing for str…Parameter Change Test for Poisson Autoregressive Models (2014)Parameter Change Test for Poi…Modelling interventions in INGARCH processes (2014)Modelling interventions in IN…Structural changes in autoregressive models for binary time series (2013)Structural changes in autoreg…Changepoints in times series of counts (2012)Changepoints in times series …Zero-inflated Poisson and negative binomial integer-valued GARCH models (2011)Zero-inflated Poisson and neg…Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (2011)Modeling overdispersed or und…A negative binomial integer-valued GARCH model (2010)A negative binomial integer-v…ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH (2004)A metamodel-based Monte Carlo simulation approach for responsive production planning of manufacturing systems (2016)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Limit theorems in change-point analysis (1997)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)Structural breaks in time series (2012)On the use of estimating functions in monitoring time series for change points (2015)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Modified residual CUSUM test for location-scale time series models with heteroscedasticity (2018)Threshold heteroskedastic models (1994)The Logic of Collective Action (1965)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007)The Volatility of Collective Action: Theoretical Analysis and Empirical Data (2020)Social identity shapes antecedents and functional outcomes of moral emotion expression in online networks (2021)Attention and counter-framing in the Black Lives Matter movement on Twitter (2022)Influence diagnostics in log-linear integer-valued GARCH models (2014)Infinitely Divisible Distributions in Integer‐Valued Garch Models (2015)Journal De La Société Française De Statistique (2005)Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence (2020)A Systematic Review of INGARCH Models for Integer-Valued Time Series (2023)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2006Integer‐Valued GARCH Process499 cited

Cited by

  • 2018Moralization in social networks and the emergence of violence during protests228 cited
  • 2010A negative binomial integer-valued GARCH model216 cited
  • 2011Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models135 cited
  • 2011Zero-inflated Poisson and negative binomial integer-valued GARCH models128 cited
  • 2014Parameter Change Test for Poisson Autoregressive Models73 cited
  • 2012Changepoints in times series of counts69 cited
  • 2018CUSUM test for general nonlinear integer-valued GARCH models: comparison study50 cited
  • 2013Structural changes in autoregressive models for binary time series43 cited
  • 2016Asymptotic normality and parameter change test for bivariate Poisson INGARCH models42 cited
  • 2014Modelling interventions in INGARCH processes34 cited
  • 2017Hysteretic Poisson INGARCH model for integer-valued time series29 cited
  • 2015Inference and testing for structural change in general Poisson autoregressive models26 cited
  • 2017Tests for Structural Changes in Time Series of Counts

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

23 cited
  • 2021Recent progress in parameter change test for integer-valued time series models13 cited
  • 2021Exponential family QMLE-based CUSUM test for integer-valued time series10 cited
  • 2022Monitoring parameter change for time series models with application to location-Scale heteroscedastic models9 cited