Showing stat.MEShow all
2 papers · 1 filter
stat.ME2024
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…
stat.ME2024
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…