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Change Detection in INARCH Time Series of Counts · Study

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ChapterChange Detection in INARCH Time Series of Counts

Šárka Hudecová2016

Chapter2016

Change Detection in INARCH Time Series of Counts

Šárka Hudecová · Marie Hušková · Simos G. Meintanis

8 citations·0/0 files stored·Springer proceedings in mathematics & statistics

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Advanced Statistical Process Monitoring Probability and Statistical Research Financial Risk and Volatility Modeling

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References

1997Limit theorems in change-point analysis 2006Integer‐Valued GARCH Process 2010A negative binomial integer-valued GARCH model 2008Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model 2014Extensions of some classical methods in change point analysis 2010Interventions in INGARCH processes 2006Change‐point monitoring in linear models 2004Delay time in sequential detection of change

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2017Tests for Structural Changes in Time Series of Countsarticle · 9 shared references 2021Recent progress in parameter change test for integer-valued time series modelsarticle · 9 shared references 2018CUSUM test for general nonlinear integer-valued GARCH models: comparison studyarticle · 7 shared references 2016Asymptotic normality and parameter change test for bivariate Poisson INGARCH modelsarticle · 6 shared references 2015SPC methods for time-dependent processes of counts—A literature reviewarticle · 6 shared references 2021Exponential family QMLE-based CUSUM test for integer-valued time seriesarticle · 6 shared references

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Year2016

Typechapter

Published2016-01-01

VenueSpringer proceedings in mathematics & statistics

ISSN-L2194-1009

Languageen

Citations8

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1007/978-3-319-41582-6_4

openalex_workW2519986650

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