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

DOI10.1111/JTSA.12662MaRDI QIDQ6135375FDOQ6135375

Minyoung Jo, Sangyeol Lee

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

parameter estimationchange point testCUSUM testmodel propertiesBRCINAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)

Cites Work

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Cited In (4)

• Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
• Change-point analysis for binomial autoregressive model with application to price stability counts
• Monitoring parameter change for bivariate time series models of counts
• Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case

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