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)

Full work available at URL https://doi.org/10.1007/S11424-024-4027-X

zbMATH Keywords

bivariate integer-valued time seriesbuffered autoregressive processcount datahysteretic autoregressive processTGSM algorithm

Mathematics Subject Classification ID

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

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Cited in

(2)

• A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
• A full bivariate threshold INAR(1) process

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