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• W4375846697 abstract "In this study, we consider an online monitoring procedure to detect a parameter change for bivariate time series of counts, following bivariate integer-valued generalized autoregressive heteroscedastic (BIGARCH) and autoregressive (BINAR) models. To handle this problem, we employ the cumulative sum (CUSUM) process constructed from the (standardized) residuals obtained from those models. To attain control limits, we develop limit theorems for the proposed monitoring process. A simulation study and real data analysis are conducted to affirm the validity of the proposed method." @default.
• W4375846697 created "2023-05-10" @default.
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• W4375846697 date "2023-05-07" @default.
• W4375846697 modified "2023-10-13" @default.
• W4375846697 title "Monitoring parameter change for bivariate time series models of counts" @default.
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• W4375846697 doi "https://doi.org/10.1007/s42952-023-00212-9" @default.
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• W4375846697 hasPublicationYear "2023" @default.
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