Estimation of change‐point for a class of count time series models
Author:
Affiliation:
1. Department of Mathematics Towson University
2. Zicklin School of Business, Baruch College The City University of New York
3. Department of Bioinformatics & Biostatistics University of Louisville
Funder
Division of Mathematical Sciences
National Institutes of Health
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12489
Reference46 articles.
1. Poisson QMLE of Count Time Series Models
2. Structural breaks in time series
3. LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
4. GARCH processes: structure and estimation
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1. Statistical analysis of the non-stationary binomial AR(1) model with change point;Applied Mathematical Modelling;2023-06
2. Tests for a Structural Break for Nonnegative Integer-Valued Time Series;Research Papers in Statistical Inference for Time Series and Related Models;2023
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