Parameter change test for periodic integer-valued autoregressive process

DOI10.1080/03610926.2019.1584309OpenAlexW2921300448WikidataQ128295499 ScholiaQ128295499MaRDI QIDQ5077230

Ganghyok Yu, Songguk Kim

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1584309

zbMATH Keywords

multivariate time seriesCUSUM testparameter changeinteger-valued autoregressive process

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

On some periodic INARMA(p,q) models ⋮ Locally asymptotically efficient estimation for parametric PINAR(p) models

Cites Work

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• An integer-valued pth-order autoregressive structure (INAR(p)) process
• The Multivariate Ginar(p) Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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