{"doi":"10.1111/sjos.12489","title":"Estimation of change‐point for a class of count time series models","abstract":"We apply a three-step sequential procedure to estimate the change-point of count time series. Under certain regularity conditions, the estimator of change-point converges in distribution to the location of the maxima of a two-sided random walk. We derive a closed-form approximating distribution for the maxima of the two-sided random walk based on the invariance principle for the strong mixing processes, so that the statistical inference for the true change-point can be carried out. It is for the first time that such properties are provided for integer-valued time series models. Moreover, we show that the proposed procedure is applicable for the integer-valued autoregressive conditional heteroskedastic (INARCH) models with Poisson or negative binomial conditional distribution. In simulation studies, the proposed procedure is shown to perform well in locating the change-point of INARCH models. And, the procedure is further illustrated with empirical data of weekly robbery counts in two neighborhoods of Baltimore City.","journal":"Scandinavian Journal of Statistics","year":2020,"id":112480,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":3,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9415,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2020-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":532887,"name":"Rongning Wu","orcid":null,"position":1,"is_corresponding":false},{"id":447963,"name":"Qi Zheng","orcid":"0000-0003-4654-2801","position":2,"is_corresponding":false},{"id":531998,"name":"Yunwei Cui","orcid":"0000-0003-3474-5783","position":0,"is_corresponding":true}],"reference_count":51,"raw_metadata":null,"created_at":"2026-07-18T23:13:13.874980Z","pmid":"36213620","pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}