Tests for Structural Changes in Time Series of Counts
Author:
Affiliation:
1. Department of Probability and Mathematical Statistics; Charles University
2. Department of Economics, National and Kapodistrian University of Athens (on sabbatical leave) Unit for Business Mathematics and Informatics; North-West University
Funder
Šarka Hudecová
Marie Hušková
Belgian government (Belgian Science Policy)
Special Account for Research Grants (ELKE) of the National and Kapodistrian University of Athens
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12278/fullpdf
Reference72 articles.
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3. An integer-valued pth-order autoregressive structure (INAR(p)) process;Alzaid;J. Appl. Probab.,1990
4. Delay time in sequential detection of change;Aue;Statist. Probab. Lett.,2004
5. Structural breaks in time series;Aue;J. Time Series Anal.,2013
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