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
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