CUSUM test for general nonlinear integer-valued GARCH models: comparison study

Monitoring parameter shift with Poisson integer-valued GARCH models

(2017) Jaewon Huh et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Testing Parameter Change in General Integer-Valued Time Series

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

Generalized Poisson autoregressive models for time series of counts

(2016) Cathy W.S. Chen et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

On first-order integer-valued autoregressive process with Katz family innovations

(2016) Hanwool Kim et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

(2016) Youngmi Lee et al.   TEST

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

(2016) Youngmi Lee et al.   TEST

PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS

(2015) Jiyeon Lee et al.   JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY

Parameter change test for zero-inflated generalized Poisson autoregressive models

(2015) Sangyeol Lee et al.   STATISTICS

Parameter change test for zero-inflated generalized Poisson autoregressive models

(2015) Sangyeol Lee et al.   STATISTICS

Parameter Change Test for Poisson Autoregressive Models

(2014) Jiwon Kang et al.   SCANDINAVIAN JOURNAL OF 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

Changepoints in times series of counts

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

Interventions in log-linear Poisson autoregression

(2012) Konstantinos Fokianos et al.   STATISTICAL MODELLING

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

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

Interventions in INGARCH processes

(2010) Konstantinos Fokianos et al.   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

Thinning operations for modeling time series of counts—a survey

(2008) Christian H. Weiß   AStA-Advances in Statistical Analysis