Monitoring parameter change for bivariate time series models of counts
Author:
Funder
National Research Foundation of Korea
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42952-023-00212-9.pdf
Reference46 articles.
1. Ahmad, A., & Francq, C. (2016). Poisson QMLE of count time series models. Journal of Time Series Analysis, 37, 291–314.
2. Al-Osh, M. A., & Alzaid, A. A. (1987). First order integer-valued autoregressive (INAR(1)) process. Journal of Time Series Analysis, 8, 261–275.
3. Billingsley, P. (1999). Convergence of probability measures (2nd ed.). Wiley.
4. Chen, J., & Gupta, A. K. (2012). Parametric statistical change point analysis with applications to genetics, medicine, and finance. Wiley.
5. Christou, V., & Fokianos, K. (2014). Quasi-likelihood inference for negative binomial time series models. Journal of Time Series Analysis, 35, 55–78.
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