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Parameter change test for periodic integer-valued autoregressive process |
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| Authors: | GangHyok Yu SongGuk Kim |
| Institution: | 1. Faculty of Mathematics, Kim Il Sung University, Pyongyang, Democratic People’s Republic of Korearyongnam21@yahoo.com;3. Faculty of Mathematics, Kim Il Sung University, Pyongyang, Democratic People’s Republic of Korea |
| Abstract: | |
| Keywords: | Integer-valued autoregressive process parameter change CUSUM test multivariate time series |