Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
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DOI: 10.1080/00949655.2024.2442764
Abstract: ABSTRACT This paper introduces a class of mixed integer-valued autoregressive model with dynamic mixing probabilities, which deals well with complex nonlinear structures and high-order dependencies of count time series. Model properties including stationarity, ergodicity and… read more here.
Keywords: mixed integer; mixing probabilities; dynamic mixing; valued autoregressive ... See more keywords