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Change Detection in INARCH Time Series of Counts
16 references·0 citing·32 second hop
Change Detection in INARCH Time Series of Counts (2016)Change Detection in INARCH Time Series of…On the use of estimating functions in monitoring time series for change points (2015)On the use of estimating func…Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (2015)Bootstrap Procedures for Onli…Parameter Change Test for Poisson Autoregressive Models (2014)Parameter Change Test for Poi…Extensions of some classical methods in change point analysis (2014)Extensions of some classical …Detection of Abrupt Changes in Count Data Time Series: Cumulative Sum Derivations for INARCH(1) Models (2012)Detection of Abrupt Changes i…Changepoints in times series of counts (2012)Changepoints in times series …Bootstrapping sequential change-point tests for linear regression (2011)Bootstrapping sequential chan…Interventions in INGARCH processes (2010)Interventions in INGARCH proc…A negative binomial integer-valued GARCH model (2010)A negative binomial integer-v…Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model (2008)Modelling Time Series Count D…Bootstrapping Sequential Change-Point Tests (2008)Bootstrapping Sequential Chan…Integer‐Valued GARCH Process (2006)Integer‐Valued GARCH ProcessChange‐point monitoring in linear models (2006)Change‐point monitoring in li…Change-Point Analysis Based on Empirical Characteristic Functions of Ranks (2006)Change-Point Analysis Based o…Delay time in sequential detection of change (2004)Delay time in sequential dete…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Generalized autoregressive conditional heteroskedasticity (1986)Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (2011)Moralization in social networks and the emergence of violence during protests (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Inferring Trade Direction from Intraday Data (1991)Multivariate autoregressive modeling of time series count data using copulas (2007)Forecasting the intermittent demand for slow-moving inventories: A modelling approach (2011)Stationarity of Garch processes and of some nonnegative time series (1992)Detection of Abrupt Changes: Theory and Applications. (1995)Strong approximation for the sums of squares of augmented GARCH sequences (2006)Delay times of sequential procedures for multiple time series regression models (2009)SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011)CONTINUOUS INSPECTION SCHEMES (1954)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Testing for unit roots in heterogeneous panels (2003)Structural breaks in panel data: Large number of panels and short length time series (2018)Data segmentation algorithms: Univariate mean change and beyond (2021)High-Dimensional, Multiscale Online Changepoint Detection (2022)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Tests of equal forecast accuracy and encompassing for nested models (2001)A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (2019)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (2016)CUSUM test for general nonlinear integer-valued GARCH models: comparison study (2018)Modified residual CUSUM test for location-scale time series models with heteroscedasticity (2018)Threshold heteroskedastic models (1994)Structural changes in autoregressive models for binary time series (2013)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Journal De La Société Française De Statistique (2005)Zero-inflated Poisson and negative binomial integer-valued GARCH models (2011)
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References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 2006Integer‐Valued GARCH Process499 cited
  • 2010A negative binomial integer-valued GARCH model216 cited
  • 2008Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model189 cited
  • 2014Extensions of some classical methods in change point analysis127 cited
  • 2010Interventions in INGARCH processes125 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 2004Delay time in sequential detection of change74 cited
  • 2014Parameter Change Test for Poisson Autoregressive Models73 cited
  • 2012Changepoints in times series of counts69 cited
  • 2011Bootstrapping sequential change-point tests for linear regression55 cited
  • 2008Bootstrapping Sequential Change-Point Tests43 cited
  • 2012Detection of Abrupt Changes in Count Data Time Series: Cumulative Sum Derivations for INARCH(1) Models36 cited
  • 2015On the use of estimating functions in monitoring time series for change points33 cited
  • 2006Change-Point Analysis Based on Empirical Characteristic Functions of Ranks25 cited
  • 2015

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Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
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