Changepoints in times series of counts

By Jürgen Franke, Claudia Kirch, Joseph Tadjuidje Kamgaing. 2012

75 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/23b4b24196fe1398ef44e30c3d2af7d7a10ca0f5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Sangyeol Lee
2. Youngmi Lee
3. Cathy W. S. Chen
4. Jiwon Kang

In Statistics and Probability

1. Youngmi Lee
2. Cathy W. S. Chen
3. Sangyeol Lee
4. Jiwon Kang
5. Lajos Horv'ath

Citations in the corpus

• Parameter change test for zero-inflated generalized Poisson autoregressive models (2016, methodology): “Residual-based CUSUM test One can test for a change based on the residuals defined by t = Xt − λt(θ0), as in [31,34].”
• Parameter Change Test for Poisson Autoregressive Models (2014, methodology): “Recently, Franke et al. (2012) investigated a CUSUM test based on estimated residuals from Poisson autoregressive models with intensity t D f .”