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

DOI10.1111/JTSA.12662MaRDI QIDQ6135375zbMATH OpenFDO

Authors Sangyeol Lee, Minyoung Jo

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)

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Cited in

(4)

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

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