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Changepoints in times series of counts

Author

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  • Jürgen Franke
  • Claudia Kirch
  • Joseph Tadjuidje Kamgaing

Abstract

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Suggested Citation

  • Jürgen Franke & Claudia Kirch & Joseph Tadjuidje Kamgaing, 2012. "Changepoints in times series of counts," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(5), pages 757-770, September.
    • Handle: RePEc:bla:jtsera:v:33:y:2012:i:5:p:757-770
    DOI: j.1467-9892.2011.00778.x
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    Citations

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    Cited by:

    1. William Kengne & Isidore S. Ngongo, 2022. "Inference for nonstationary time series of counts with application to change-point problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 801-835, August.
    2. Claudia Kirch, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 270-275, June.
    3. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2017. "Tests for Structural Changes in Time Series of Counts," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 843-865, December.
    4. Mamadou Lamine Diop & William Kengne, 2023. "A general procedure for change-point detection in multivariate time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 1-33, March.
    5. Jiwon Kang & Sangyeol Lee, 2014. "Parameter Change Test for Poisson Autoregressive Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1136-1152, December.
    6. Haejune Oh & Sangyeol Lee, 2019. "Modified residual CUSUM test for location-scale time series models with heteroscedasticity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1059-1091, October.
    7. Youngmi Lee & Sangyeol Lee & Dag Tjøstheim, 2018. "Asymptotic normality and parameter change test for bivariate Poisson INGARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 52-69, March.
    8. Lee, Sangyeol & Kim, Dongwon & Kim, Byungsoo, 2023. "Modeling and inference for multivariate time series of counts based on the INGARCH scheme," Computational Statistics & Data Analysis, Elsevier, vol. 177(C).
    9. Mamadou Lamine Diop & William Kengne, 2017. "Testing Parameter Change in General Integer-Valued Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 880-894, November.
    10. Yunwei Cui & Rongning Wu & Qi Zheng, 2021. "Estimation of change‐point for a class of count time series models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1277-1313, December.
    11. Youngmi Lee & Sangyeol Lee, 2019. "CUSUM test for general nonlinear integer-valued GARCH models: comparison study," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1033-1057, October.

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