The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model

The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model

The novel circumstance-driven bivariate integer-valued autoregressive (CuBINAR) model for non-stationary count time series is proposed. The non-stationarity of the bivariate count process is defined by a joint categorical sequence, which expresses the current state of the process. Additional cross-d...

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Bibliographic Details
Main Authors: Huiqiao Wang, Christian H. Weiß
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Entropy
Subjects:
CuBINAR model
non-stationarity
circumstance driven
Online Access:https://www.mdpi.com/1099-4300/26/2/168

Internet

https://www.mdpi.com/1099-4300/26/2/168

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