Piecewise autoregression for general integer-valued time series

Testing Parameter Change in General Integer-Valued Time Series

(2017) Mamadou Lamine Diop et al.   JOURNAL OF TIME SERIES ANALYSIS

Model selection for the segmentation of multiparameter exponential family distributions

(2017) Alice Cleynen et al.   Electronic Journal of Statistics

Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models

(2017) Randal Douc et al.   Electronic Journal of Statistics

A pairwise likelihood-based approach for changepoint detection in multivariate time series models

(2016) Ting Fung Ma et al.   BIOMETRIKA

On consistency of minimum description length model selection for piecewise autoregressions

(2016) Richard A. Davis et al.   JOURNAL OF ECONOMETRICS

Inference for multiple change points in time series via likelihood ratio scan statistics

(2015) Chun Yip Yau et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Poisson QMLE of Count Time Series Models

(2015) Ali Ahmad et al.   JOURNAL OF TIME SERIES ANALYSIS

Inference and testing for structural change in general Poisson autoregressive models

(2015) Paul Doukhan et al.   Electronic Journal of Statistics

Wild binary segmentation for multiple change-point detection

(2014) Piotr Fryzlewicz   ANNALS OF STATISTICS

Parameter Change Test for Poisson Autoregressive Models

(2014) Jiwon Kang et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Segmentation of the Poisson and negative binomial rate models: a penalized estimator

(2014) Alice Cleynen et al.   ESAIM-Probability and Statistics

Integer autoregressive models with structural breaks

(2013) Akanksha S. Kashikar et al.   JOURNAL OF APPLIED STATISTICS

Structural changes in autoregressive models for binary time series

(2013) Šárka Hudecová   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Multiple-change-point detection for auto-regressive conditional heteroscedastic processes

(2013) P. Fryzlewicz et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948]

(2013) Paul Doukhan et al.   STATISTICS & PROBABILITY LETTERS

Consistency of minimum description length model selection for piecewise stationary time series models

(2013) Richard A. Davis et al.   Electronic Journal of Statistics

Nonlinear Poisson autoregression

(2012) Konstantinos Fokianos et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Changepoints in times series of counts

(2012) Jürgen Franke et al.   JOURNAL OF TIME SERIES ANALYSIS

On weak dependence conditions for Poisson autoregressions

(2012) Paul Doukhan et al.   STATISTICS & PROBABILITY LETTERS

Multiple breaks detection in general causal time series using penalized quasi-likelihood

(2012) Jean-Marc Bardet et al.   Electronic Journal of Statistics

Optimal model selection for density estimation of stationary data under various mixing conditions

(2011) Matthieu Lerasle   ANNALS OF STATISTICS

Multiple Change-Point Estimation With a Total Variation Penalty

(2011) Z. Harchaoui et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Log-linear Poisson autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Poisson Autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Break Detection for a Class of Nonlinear Time Series Models

(2008) Richard A. Davis et al.   JOURNAL OF TIME SERIES ANALYSIS