Monitoring parameter change for bivariate time series models of counts

DOI10.1007/S42952-023-00212-9MaRDI QIDQ6080783

Dongwon Kim, Sangyeol Lee

Publication date: 4 October 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

online monitoringBINAR modelBINGARCH modelbivariate time series of countsCUSUM monitoring method

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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