Sequential change point monitoring for bivariate INGARCH models

DOI10.1080/07474946.2025.2579566MaRDI QIDQ7254831zbMATH OpenFDO

Authors Sangyeol Lee

Publication date 29 May 2026

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2025.2579566

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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