2 papers
math.ST2024
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
Yixuan Fan, Dehui Wang
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic p…
stat.ME2024
Inference for multiple change-points in generalized integer-valued autoregressive model
Danshu Sheng, Dehui Wang
In this paper, we propose a computationally valid and theoretically justified methods, the likelihood ratio scan method (LRSM), for estimating multiple change-points in a piecewise…