4 papers
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
Yixuan Fan, Dehui Wang
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic p…
Inference for multiple change-points in generalized integer-valued autoregressive model
Danshu Sheng, Dehui Wang
In this paper, we propose a computationally valid and theoretically justified methods, the likelihood ratio scan method (LRSM), for estimating multiple change-points in a piecewise…
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…
Inference for a New Signed Integer Valued Autoregressive Model Based on Pegram's Operator
Yinong Wu, Dehui Wang
In the current study, a brand-new SINARS(1) model is proposed for stationary discrete time series defined on , based on extended binomial distribution and the Pegra…