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)

zbMATH Keywords

forecastinghigh-dimensional time seriesBayesian information criterionbanded coefficient matricesinteger-valued autoregressive model

Mathematics Subject Classification ID

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

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