Signed Matrix Thinning and Projection Estimation for Integer-Valued Autoregressive Models
整数值自回归模型的有符号矩阵稀疏化与投影估计
Integer-valued time series are ubiquitous in fields such as finance, economics, and epidemiology. As spatiotemporal data structures in these domains grow increasingly complex and high-dimensional, the matrix integer-valued autoregressive (MINAR) model efficiently captures row-column cross-correlations to reduce dimensionality. However, it fundamentally fails to accommodate negative values, which is a critical flaw for analyzing real-world differenced data or financial tick…