First-order multivariate integer-valued autoregressive model with multivariate mixture distributions
采用多元混合分布的一阶多元整数值自回归模型
The univariate integer-valued time series has been extensively studied, but literature on multivariate integer-valued time series models is quite limited and the complex correlation structure among the multivariate integer-valued time series is barely discussed. In this study, we proposed a first-order multivariate integer-valued autoregressive model to characterize the correlation among multivariate integer-valued time series with higher flexibility. Under the general…