Multivariate threshold integer-valued autoregressive processes with explanatory variables

DOI10.1016/J.APM.2023.07.030MaRDI QIDQ7000546zbMATH OpenFDO

Authors Kai Yang, Nuo Xu, Han Li, Y. W. Zhao, Xiaogang Dong

Publication date 7 April 2025

Published in Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

multivariate count time seriesinteger-valued threshold autoregressive modelcovariates driven modelmatricial thinning operatortime-varying autoregressive coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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