Monitoring parameter change for bivariate time series models of counts

In this study, we consider an online monitoring procedure to detect a parameter change for bivariate time series of counts, following bivariate integer-valued generalized autoregressive heteroscedastic (BIGARCH) and autoregressive (BINAR) models. To handle this problem, we employ the cumulative sum...

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Detalles Bibliográficos
Autores principales: Lee, Sangyeol, Kim, Dongwon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Nature Singapore 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10164370/
https://www.ncbi.nlm.nih.gov/pubmed/37361425
http://dx.doi.org/10.1007/s42952-023-00212-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10164370/
https://www.ncbi.nlm.nih.gov/pubmed/37361425
http://dx.doi.org/10.1007/s42952-023-00212-9

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