Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
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- A bivariate INAR(1) process with application
- A geometric bivariate time series with different marginal parameters
- A non-stationary integer-valued autoregressive model
- Bivariate first-order random coefficient integer-valued autoregressive processes
- Bivariate integer-autoregressive process with an application to mutual fund flows
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Change point detection in SCOMDY models
- Changepoints in times series of counts
- Coefficient constancy test in a random coefficient autoregressive model
- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order random coefficient integer-valued autoregressive processes
- General Irreducible Markov Chains and Non-Negative Operators
- Goodness of fit tests for discrete distributions
- Integer-Valued GARCH Process
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Parameter Change Test for Poisson Autoregressive Models
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
- Poisson QMLE of count time series models
- Poisson autoregression
- Random coefficient bivariate \(\mathrm{INAR}(1)\) process
- Recent progress in parameter change test for integer-valued time series models
- Robust estimation for copula parameter in SCOMDY models
- Some properties of multivariate INAR(1) processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Tests for structural changes in time series of counts
- The Cusum Test for Parameter Change in Time Series Models
- The Multivariate Ginar(p) Process
- Thinning operations for modeling time series of counts -- a survey
- Thinning-based models in the analysis of integer-valued time series: a review
Cited in
(11)- Modeling and inferences for bivariate signed integer-valued autoregressive models
- 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
- Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
- Modeling and inferences for bounded multivariate time series of counts
- Sequential monitoring process for bivariate signed integer-valued autoregressive models
- Monitoring parameter change for bivariate time series models of counts
- Sequential change point monitoring for bivariate INGARCH models
- On bivariate self-exciting hysteretic integer-valued autoregressive processes
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- Inference for multivariate time series of counts via multiplicative INGARCH modeling
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