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stat.AP2023
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
Danshu Sheng, Dehui Wang, Liuquan Sun
In this paper, we introduce a new first-order mixture integer-valued threshold autoregressive process, based on the binomial and negative binomial thinning operators. Basic probabi…
stat.AP2023
Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
Danshu Sheng, Dehui Wang
This article considers the problem of modeling a class of nonstationary count time series using multiple change-points generalized integer-valued autoregressive (MCP-GINAR) process…