Generalized Poisson autoregressive models for time series of counts

2016 ◽  
Vol 99 ◽  
pp. 51-67 ◽  
Author(s):  
Cathy W.S. Chen ◽  
Sangyeol Lee
Keyword(s):  
Time Series ◽  
Autoregressive Models ◽  
Time Series Of Counts ◽  
Generalized Poisson

Extreme Overdispersion and Persistence in Time-Series of Counts

2020 ◽  
Author(s):  
Leopoldo Catania ◽  
Eduardo Rossi ◽  
Paolo Santucci de Magistris
Keyword(s):  
Time Series ◽  
Time Series Of Counts

scholarly journals Wasserstein Autoregressive Models for Density Time Series

2021 ◽  
Author(s):  
Chao Zhang ◽  
Piotr Kokoszka ◽  
Alexander Petersen
Keyword(s):  
Time Series ◽  
Autoregressive Models

scholarly journals Change-point detection, segmentation, and related topics

2020 ◽  
Vol 68 ◽  
pp. 97-122
Author(s):  
Jean-Marc Bardet ◽  
Vincent Brault ◽  
Serguei Dachian ◽  
Farida Enikeeva ◽  
Bruno Saussereau
Keyword(s):  
Time Series ◽  
Change Point ◽  
Point Estimation ◽  
Change Point Detection ◽  
Autoregressive Models ◽  
Change Point Estimation ◽  
Adaptive Penalty ◽  
Singularity Point ◽  
Dependency Structures ◽  
Point Detection

Recent contributions to change-point detection, segmentation and inference for non-regular models are presented. Various problems are considered including the multiple change-point estimation with adaptive penalty for time series with different dependency structures, estimation of the singularity point in cusp-type models, inference for thresholded autoregressive models, and cross-segmentation of matrices.

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