Two-Threshold-Variable Integer-Valued Autoregressive Model

In the past, most threshold models considered a single threshold variable. However, for some practical applications, models with two threshold variables may be needed. In this paper, we propose a two-threshold-variable integer-valued autoregressive model based on the binomial thinning operator and d...

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Bibliographic Details
Main Authors: Jiayue Zhang, Fukang Zhu, Huaping Chen
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/16/3586