Testing Parameter Change in General Integer-Valued Time Series

Inference and testing for structural change in general Poisson autoregressive models

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

On binary and categorical time series models with feedback

(2014) Theodoros Moysiadis et al.   JOURNAL OF MULTIVARIATE ANALYSIS

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

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

Structural changes in autoregressive models for binary time series

(2013) Šárka Hudecová   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Retrospective change detection for binary time series models

(2013) Konstantinos Fokianos et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

(2013) Vasiliki Christou et al.   JOURNAL OF TIME SERIES ANALYSIS

Retrospective Bayesian outlier detection in INGARCH series

(2013) Roland Fried et al.   STATISTICS AND COMPUTING

A goodness-of-fit test for Poisson count processes

(2013) Konstantinos Fokianos et al.   Electronic Journal of Statistics

Nonlinear Poisson autoregression

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

Testing for parameter constancy in general causal time-series models

(2012) William Charky Kengne   JOURNAL OF TIME SERIES ANALYSIS

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

Absolute regularity and ergodicity of Poisson count processes

(2011) Michael H. Neumann   BERNOULLI

Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

(2011) Fukang Zhu   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Zero-inflated Poisson and negative binomial integer-valued GARCH models

(2011) Fukang Zhu   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

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

A negative binomial integer-valued GARCH model

(2010) Fukang Zhu   JOURNAL OF TIME SERIES ANALYSIS

A negative binomial model for time series of counts

(2009) R. A. Davis et al.   BIOMETRIKA

Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

(2009) Jiwon Kang et al.   JOURNAL OF TIME SERIES ANALYSIS

Modelling time series of counts with overdispersion

(2008) Christian H. Weiß   Statistical Methods and Applications