On bivariate self-exciting hysteretic integer-valued autoregressive processes

DOI10.1007/S11424-024-4027-XMaRDI QIDQ6865841zbMATH OpenFDO

Authors Kai Yang, Xiaoman Chen, Han Li, Chao Xia, Xin-Yang Wang

Publication date 30 January 2026

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

count databivariate integer-valued time seriesbuffered autoregressive processhysteretic autoregressive processTGSM algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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