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Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis
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Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis (2009)Parameter change test for random coeffici…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…The Cusum Test for Parameter Change in Time Series Models (2003)The Cusum Test for Parameter …Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…An empirical-likelihood-based structural-change test for INAR processes (2022)An empirical-likelihood-based…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…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 …On first-order integer-valued autoregressive process with Katz family innovations (2016)On first-order integer-valued…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…Change Detection in INAR(p) Processes Against Various Alternative Hypotheses (2013)Change Detection in INAR(p) P…Threshold heteroskedastic models (1994)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Integer‐Valued GARCH Process (2006)Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models (2017)Testing for the Constancy of Parameters Over Time (1989)Testing for changes in the covariance structure of linear processes (2008)Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Green growth of cereal food production under the constraints of agricultural carbon emissions: A new insights from ARDL and VECM models (2021)CONTINUOUS INSPECTION SCHEMES (1954)An Approach to the Probability Distribution of Cusum Run Length (1972)Cusum Charts for Monitoring an Autocorrelated Process (2001)Monitoring parameter shift with Poisson integer-valued GARCH models (2017)Improved CUSUM monitoring of Markov counting process with frequent zeros (2019)Monitoring Structural Change (1996)Time series count data models: An empirical application to traffic accidents (2008)Structural breaks in time series (2012)Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (2022)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence (2020)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Bayesian Online Changepoint Detection (2007)Flexible and Robust Mixed Poisson INGARCH Models (2019)A Systematic Review of INGARCH Models for Integer-Valued Time Series (2023)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)Inference for single and multiple change‐points in time series (2013)Journal De La Société Française De Statistique (2005)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 2003The Cusum Test for Parameter Change in Time Series Models222 cited

Cited by

  • 2018CUSUM test for general nonlinear integer-valued GARCH models: comparison study50 cited
  • 2016Asymptotic normality and parameter change test for bivariate Poisson INGARCH models42 cited
  • 2016On first-order integer-valued autoregressive process with Katz family innovations34 cited
  • 2015Inference and testing for structural change in general Poisson autoregressive models26 cited
  • 2017Tests for Structural Changes in Time Series of Counts23 cited
  • 2021Recent progress in parameter change test for integer-valued time series models13 cited
  • 2013Change Detection in INAR(p) Processes Against Various Alternative Hypotheses11 cited
  • 2021Exponential family QMLE-based CUSUM test for integer-valued time series10 cited
  • 2022An empirical-likelihood-based structural-change test for INAR processes8 cited

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