Kim, Byungsoo; Lee, Sangyeol Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence. (English) Zbl 07895651 J. Stat. Comput. Simulation 94, No. 6, 1300-1316 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Sheng, Danshu; Liu, Chang; Kang, Yao Change-point analysis for binomial autoregressive model with application to price stability counts. (English) Zbl 07890910 J. Comput. Appl. Math. 451, Article ID 116079, 25 p. (2024). MSC: 62Mxx 62Fxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, Sangyeol; Kim, Dongwon Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme. (English) Zbl 07739804 J. Stat. Comput. Simulation 93, No. 8, 1297-1317 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Piancastelli, Luiza S. C.; Barreto-Souza, Wagner; Ombao, Hernando Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (English) Zbl 07731468 J. Time Ser. Anal. 44, No. 2, 206-222 (2023). MSC: 62Mxx 62M10 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Gonçalves, Esmeralda; Mendes-Lopes, Nazaré Zero-inflated binomial integer-valued ARCH models for time series. (English) Zbl 07729074 Statistics 57, No. 4, 764-784 (2023). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol; Lee, Sangjo Exponential family QMLE-based CUSUM test for integer-valued time series. (English) Zbl 07714133 Commun. Stat., Simulation Comput. 52, No. 5, 2022-2043 (2023). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Rui Statistical analysis of the non-stationary binomial AR(1) model with change point. (English) Zbl 1510.62371 Appl. Math. Modelling 118, 152-165 (2023). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Cathy W. S.; Liu, Feng-Chi; Pingal, Aljo Clair Integer-valued transfer function models for counts that show zero inflation. (English) Zbl 1524.62418 Stat. Probab. Lett. 193, Article ID 109701, 8 p. (2023). MSC: 62M10 62C10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol; Kim, Dongwon; Kim, Byungsoo Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (English) Zbl 07602494 Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Xiaofei; Chen, Ying; Kou, Steven Discussion on “Text selection”. (English) Zbl 07925249 J. Bus. Econ. Stat. 39, No. 4, 883-887 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Hanwool; Lee, Sangyeol On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart. (English) Zbl 1489.62392 Commun. Stat., Simulation Comput. 50, No. 5, 1290-1314 (2021). MSC: 62P30 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol; Kim, Byungsoo Recent progress in parameter change test for integer-valued time series models. (English) Zbl 1485.62124 J. Korean Stat. Soc. 50, No. 3, 730-755 (2021). MSC: 62M10 62F12 62M07 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol; Kim, Dongwon; Seok, Seongwoo Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models. (English) Zbl 07497054 J. Stat. Comput. Simulation 91, No. 11, 2227-2248 (2021). MSC: 62M10 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Cathy W. S.; Lee, Sangyeol; Khamthong, K. Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. (English) Zbl 1505.62094 Comput. Stat. 36, No. 1, 261-281 (2021). MSC: 62-08 62P10 62F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Xiaofei; Chen, Ying; Chen, Cathy W. S.; Lin, Xiancheng Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts. (English) Zbl 1470.62182 Ann. Appl. Stat. 14, No. 3, 1493-1515 (2020). MSC: 62P25 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Kim, Byungsoo; Lee, Sangyeol Robust estimation for general integer-valued time series models. (English) Zbl 1466.62388 Ann. Inst. Stat. Math. 72, No. 6, 1371-1396 (2020). MSC: 62M10 62G35 62G32 60F10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Qi; Zhu, Fukang Mean targeting estimator for the integer-valued GARCH(1, 1) model. (English) Zbl 1435.62335 Stat. Pap. 61, No. 2, 659-679 (2020). MSC: 62M10 62H12 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Youngmi; Lee, Sangyeol On causality test for time series of counts based on Poisson ingarch models with application to crime and temperature data. (English) Zbl 07551093 Commun. Stat., Simulation Comput. 48, No. 6, 1901-1911 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol Residual-based CUSUM of squares test for Poisson integer-valued GARCH models. (English) Zbl 07193891 J. Stat. Comput. Simulation 89, No. 17, 3182-3195 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zavaleta, Katherine E. C.; Cancho, Vicente G.; Lemonte, Artur J. Likelihood-based tests in zero-inflated power series models. (English) Zbl 07193732 J. Stat. Comput. Simulation 89, No. 3, 443-460 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Youngmi; Lee, Sangyeol CUSUM test for general nonlinear integer-valued GARCH models: comparison study. (English) Zbl 1431.62396 Ann. Inst. Stat. Math. 71, No. 5, 1033-1057 (2019). MSC: 62M10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Cui, Yan; Zhu, Fukang A new bivariate integer-valued GARCH model allowing for negative cross-correlation. (English) Zbl 1404.62085 Test 27, No. 2, 428-452 (2018). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Gonçalves, Esmeralda; Mendes-Lopes, Nazaré Zero-truncated compound Poisson integer-valued GARCH models for time series. (English) Zbl 1440.62329 Statistics 52, No. 3, 619-642 (2018). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (English) Zbl 06852282 Test 27, No. 1, 52-69 (2018). MSC: 62M10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Byungsoo; Lee, Sangyeol Robust estimation for zero-inflated Poisson autoregressive models based on density power divergence. (English) Zbl 07192106 J. Stat. Comput. Simulation 87, No. 15, 2981-2996 (2017). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol Monitoring parameter shift with Poisson integer-valued GARCH models. (English) Zbl 07192028 J. Stat. Comput. Simulation 87, No. 9, 1754-1766 (2017). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Cathy W. S.; So, Mike K. P.; Li, Jessica C.; Sriboonchitta, Songsak Autoregressive conditional negative binomial model applied to over-dispersed time series of counts. (English) Zbl 1487.62106 Stat. Methodol. 31, 73-90 (2016). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Ahmad, Ali; Francq, Christian Poisson QMLE of count time series models. (English) Zbl 1381.62244 J. Time Ser. Anal. 37, No. 3, 291-314 (2016). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI Link