Diop, Mamadou Lamine; Kengne, William A general procedure for change-point detection in multivariate time series. (English) Zbl 1516.62074 Test 32, No. 1, 1-33 (2023). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Test 32, No. 1, 1--33 (2023; Zbl 1516.62074) Full Text: DOI arXiv
Kengne, William; Ngongo, Isidore S. Inference for nonstationary time series of counts with application to change-point problems. (English) Zbl 1497.62239 Ann. Inst. Stat. Math. 74, No. 4, 801-835 (2022). MSC: 62M10 62M20 60G55 PDFBibTeX XMLCite \textit{W. Kengne} and \textit{I. S. Ngongo}, Ann. Inst. Stat. Math. 74, No. 4, 801--835 (2022; Zbl 1497.62239) Full Text: DOI arXiv
Goto, Yuichi; Fujimori, Kou Test for conditional variance of integer-valued time series. (English) Zbl 07601236 Stat. Sin. 32, No. 4, 2241-2263 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Goto} and \textit{K. Fujimori}, Stat. Sin. 32, No. 4, 2241--2263 (2022; Zbl 07601236) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Poisson QMLE for change-point detection in general integer-valued time series models. (English) Zbl 1493.62516 Metrika 85, No. 3, 373-403 (2022). MSC: 62M10 62F05 62F12 62L12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Metrika 85, No. 3, 373--403 (2022; Zbl 1493.62516) Full Text: DOI arXiv
Diop, Mamadou Lamine; Kengne, William Consistent model selection procedure for general integer-valued time series. (English) Zbl 07548162 Statistics 55, No. 6, 1207-1230 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Statistics 55, No. 6, 1207--1230 (2021; Zbl 07548162) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Diop, Mamadou Lamine; Kengne, William Piecewise autoregression for general integer-valued time series. (English) Zbl 1455.62170 J. Stat. Plann. Inference 211, 271-286 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, J. Stat. Plann. Inference 211, 271--286 (2021; Zbl 1455.62170) Full Text: DOI arXiv
Cui, Yunwei; Wu, Rongning Test of parameter changes in a class of observation-driven models for count time series. (English) Zbl 1511.62215 Commun. Stat., Theory Methods 49, No. 8, 1933-1959 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{R. Wu}, Commun. Stat., Theory Methods 49, No. 8, 1933--1959 (2020; Zbl 1511.62215) Full Text: DOI
Kang, Jiwon; Song, Junmo A robust approach for testing parameter change in Poisson autoregressive models. (English) Zbl 1485.62119 J. Korean Stat. Soc. 49, No. 4, 1285-1302 (2020). MSC: 62M10 62F03 62F35 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, J. Korean Stat. Soc. 49, No. 4, 1285--1302 (2020; Zbl 1485.62119) Full Text: DOI arXiv
Kim, Byungsoo; Lee, Sangyeol Robust estimation for general integer-valued time series models. (English) Zbl 1466.62388 Ann. Inst. Stat. Math. 72, No. 6, 1371-1396 (2020). MSC: 62M10 62G35 62G32 60F10 62P20 PDFBibTeX XMLCite \textit{B. Kim} and \textit{S. Lee}, Ann. Inst. Stat. Math. 72, No. 6, 1371--1396 (2020; Zbl 1466.62388) Full Text: DOI
Liu, Mengya; Li, Qi; Zhu, Fukang Threshold negative binomial autoregressive model. (English) Zbl 1414.62374 Statistics 53, No. 1, 1-25 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62F12 62P05 62P12 PDFBibTeX XMLCite \textit{M. Liu} et al., Statistics 53, No. 1, 1--25 (2019; Zbl 1414.62374) Full Text: DOI
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (English) Zbl 06852282 Test 27, No. 1, 52-69 (2018). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{Y. Lee} et al., Test 27, No. 1, 52--69 (2018; Zbl 06852282) Full Text: DOI
Kang, Jiwon; Song, Junmo Score test for parameter change in Poisson autoregressive models. (English) Zbl 1398.62305 Econ. Lett. 160, 33-37 (2017). MSC: 62P05 62M10 62F03 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, Econ. Lett. 160, 33--37 (2017; Zbl 1398.62305) Full Text: DOI
Cui, Yunwei; Zheng, Qi Conditional maximum likelihood estimation for a class of observation-driven time series models for count data. (English) Zbl 1417.62241 Stat. Probab. Lett. 123, 193-201 (2017). MSC: 62M10 62F12 62M09 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{Q. Zheng}, Stat. Probab. Lett. 123, 193--201 (2017; Zbl 1417.62241) Full Text: DOI