Multivariate threshold integer-valued autoregressive processes with explanatory variables

multivariate count time series integer-valued threshold autoregressive model covariates driven model matricial thinning operator time-varying autoregressive coefficients

Mathematics Subject Classification ID

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

Cites work

scientific article; zbMATH DE number 3174032 (Why is no real title available?)
A bivariate INAR(1) model with different thinning parameters
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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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Poisson autoregression
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
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Cited in

(13)

Self-excited threshold Poisson autoregressive model with covariables
Composite likelihood expectation-maximization algorithm for the first-order multivariate integer-valued autoregressive model with multivariate mixture distributions
Bayesian analysis for a threshold double autoregressive model with explanatory variables
Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
Negative binomial community network vector autoregression for multivariate integer-valued time series
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
An extension of ℤ-valued time series with Poisson difference innovation via logistic regression
First-order mixed autoregressive model for bivariate mixed time series
On bivariate self-exciting hysteretic integer-valued autoregressive processes
High-dimensional and banded integer-valued autoregressive processes
Bivariate rounded \(\mathbb{Z} \)-valued autoregressive models with flexible auto- and cross-correlations

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