Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375): Difference between revisions

Latest revision as of 18:04, 2 August 2024

scientific article; zbMATH DE number 7731498

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English	Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test	scientific article; zbMATH DE number 7731498

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instance of

scholarly article

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title

Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (English)

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Journal of Time Series Analysis

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publication date

24 August 2023

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Mathematics Subject Classification ID

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BRCINAR models

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change point test

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CUSUM test

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model properties

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parameter estimation

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MaRDI profile type

MaRDI publication profile

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cites work

Poisson QMLE of Count Time Series Models

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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Q5560061

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Q4348180

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Bivariate integer-autoregressive process with an application to mutual fund flows

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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

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Integer-Valued GARCH Process

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Poisson Autoregression

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Changepoints in times series of counts

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Q4303385

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Q3911791

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Tests for Structural Changes in Time Series of Counts

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Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

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Parameter Change Test for Poisson Autoregressive Models

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Robust estimation for copula Parameter in SCOMDY models

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A non-stationary integer-valued autoregressive model

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Goodness of fit tests for discrete distributions

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The Multivariate Ginar(<i>p</i>) Process

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Coefficient constancy test in a random coefficient autoregressive model

0 references

The Cusum Test for Parameter Change in Time Series Models

0 references

Recent progress in parameter change test for integer-valued time series models

0 references

CUSUM test for general nonlinear integer-valued GARCH models: comparison study

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Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application

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Change point detection in SCOMDY models

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General Irreducible Markov Chains and Non-Negative Operators

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A bivariate INAR(1) process with application

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Some properties of multivariate INAR(1) processes

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Q5278926

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A geometric bivariate time series with different marginal parameters

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Thinning-based models in the analysis of integer-valued time series: a review

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Discrete analogues of self-decomposability and stability

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Q3999154

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Thinning operations for modeling time series of counts -- a survey

0 references

Bivariate first-order random coefficient integer-valued autoregressive processes

0 references

First-order random coefficient integer-valued autoregressive processes

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Sitelinks

Mathematics(1 entry)

mardi Publication:6135375

@@ Property / cites work @@
+Poisson QMLE of Count Time Series Models
@@ Property / cites work: Poisson QMLE of Count Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate integer-autoregressive process with an application to mutual fund flows
+Normal rank
@@ Property / cites work @@
+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
@@ Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Changepoints in times series of counts
@@ Property / cites work: Changepoints in times series of counts / rank @@
+Normal rank
@@ Property / cites work @@
+Q4303385
@@ Property / cites work: Q4303385 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Structural Changes in Time Series of Counts
+Normal rank
@@ Property / cites work @@
+Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
+Normal rank
@@ Property / cites work @@
+Parameter Change Test for Poisson Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Robust estimation for copula Parameter in SCOMDY models
+Normal rank
@@ Property / cites work @@
+A non-stationary integer-valued autoregressive model
+Normal rank
@@ Property / cites work @@
+Goodness of fit tests for discrete distributions
@@ Property / cites work: Goodness of fit tests for discrete distributions / rank @@
+Normal rank
@@ Property / cites work @@
+The Multivariate Ginar(<i>p</i>) Process
@@ Property / cites work: The Multivariate Ginar(<i>p</i>) Process / rank @@
+Normal rank
@@ Property / cites work @@
+Coefficient constancy test in a random coefficient autoregressive model
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Time Series Models
+Normal rank
@@ Property / cites work @@
+Recent progress in parameter change test for integer-valued time series models
+Normal rank
@@ Property / cites work @@
+CUSUM test for general nonlinear integer-valued GARCH models: comparison study
+Normal rank
@@ Property / cites work @@
+Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
+Normal rank
@@ Property / cites work @@
+Change point detection in SCOMDY models
@@ Property / cites work: Change point detection in SCOMDY models / rank @@
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+A bivariate INAR(1) process with application
@@ Property / cites work: A bivariate INAR(1) process with application / rank @@
+Normal rank
@@ Property / cites work @@
+Some properties of multivariate INAR(1) processes
@@ Property / cites work: Some properties of multivariate INAR(1) processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5278926
@@ Property / cites work: Q5278926 / rank @@
+Normal rank
@@ Property / cites work @@
+A geometric bivariate time series with different marginal parameters
+Normal rank
@@ Property / cites work @@
+Thinning-based models in the analysis of integer-valued time series: a review
+Normal rank
@@ Property / cites work @@
+Discrete analogues of self-decomposability and stability
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Thinning operations for modeling time series of counts -- a survey
+Normal rank
@@ Property / cites work @@
+Bivariate first-order random coefficient integer-valued autoregressive processes
+Normal rank
@@ Property / cites work @@
+First-order random coefficient integer-valued autoregressive processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6135375