High-dimensional and banded integer-valued autoregressive processes

DOI10.1016/J.CSDA.2025.108243MaRDI QIDQ6902948zbMATH OpenFDO

Authors Nuo Xu, Kai Yang

Publication date 10 November 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108243

zbMATH Keywords

banded coefficient matricesBayesian information criterionforecastinghigh-dimensional time seriesinteger-valued autoregressive model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(6)

• A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
• Self-excited hysteretic integer-valued autoregressive processes
• A full bivariate threshold INAR(1) process
• Group LASSO for multiple change-point detection in a generalized integer-valued autoregressive model
• Empirical likelihood inference for a unified mixed INAR(1) model
• The integer-valued moving-average random field

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