Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
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Publication:6135375
DOI10.1111/jtsa.12662MaRDI QIDQ6135375
Publication date: 24 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)
Related Items (2)
Monitoring parameter change for bivariate time series models of counts ⋮ Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
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