Sequential online monitoring for autoregressive time series of counts

DOI10.1007/S42952-023-00247-YMaRDI QIDQ6581393zbMATH OpenFDO

Authors Sangyeol Lee, Youngmi Lee

Publication date 30 July 2024

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

Full work available at URL https://doi.org/10.1007/S42952-023-00247-Y

zbMATH Keywords

anomaly detectionINGARCH modelonline monitoringresidual and score vector-based detectorstime series of counts

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

• Sequential monitoring process for bivariate signed integer-valued autoregressive models
• Sequential change point monitoring for bivariate INGARCH models

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