Parameter change test for periodic integer-valued autoregressive process-Reference-Cited by-同舟云学术

Parameter change test for periodic integer-valued autoregressive process

Published:2019-03-11 Issue:12 Volume:49 Page:2898-2912
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Yu GangHyok¹,Kim SongGuk¹

Affiliation:

1. Faculty of Mathematics, Kim Il Sung University, Pyongyang, Democratic People’s Republic of Korea

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1584309

Reference16 articles.

1. An integer-valued pth-order autoregressive structure (INAR(p)) process

2. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

3. THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

4. Franke, J., and T. Subba Rao. 1995. Multivariate first order integer valued autoregressions, Technical report, Department of Mathematics, UMIST, Manchester.

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