1 citations · 1 across the 4 of their papers we have counts for
4 papers
Inference for multiple change-points in generalized integer-valued autoregressive model
Danshu Sheng, Dehui Wang
In this paper, we propose a computationally valid and theoretically justified methods, the likelihood ratio scan method (LRSM), for estimating multiple change-points in a piecewise…
Change-point analysis for binomial autoregressive model with application to price stability counts
Danshu Sheng, Chang Liu, Yao Kang
The first-order binomial autoregressive (BAR(1)) model is the most frequently used tool to analyze the bounded count time series. The BAR(1) model is stationary and assumes process…
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
Danshu Sheng, Dehui Wang, Liuquan Sun
In this paper, we introduce a new first-order mixture integer-valued threshold autoregressive process, based on the binomial and negative binomial thinning operators. Basic probabi…
Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
Danshu Sheng, Dehui Wang
This article considers the problem of modeling a class of nonstationary count time series using multiple change-points generalized integer-valued autoregressive (MCP-GINAR) process…