Structural changes in autoregressive models for binary time series

By Š. Hudecová. 2013

54 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a7895a7599e66d6f7f286b6a56d2995a700b3c6e

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

In Statistics and Probability

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

Citations in the corpus

• Parameter change test for zero-inflated generalized Poisson autoregressive models (2016, background): “[39] Recently, Fokianos and Fried,[27] Hudecová,[28] and Kirch et al. [40] proposed residual-based score type tests for their own purposes.”