Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Nature Singapore
2023
|
| Materias: | |
| 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 |