{"title":"具有多元混合分布的一阶多元整数值自回归模型","authors":"Weiyang Yu, Haitao Zheng","doi":"10.1080/00949655.2024.2364040","DOIUrl":null,"url":null,"abstract":"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...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2024-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"First-order multivariate integer-valued autoregressive model with multivariate mixture distributions\",\"authors\":\"Weiyang Yu, Haitao Zheng\",\"doi\":\"10.1080/00949655.2024.2364040\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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...\",\"PeriodicalId\":50040,\"journal\":{\"name\":\"Journal of Statistical Computation and Simulation\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-06-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Computation and Simulation\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/00949655.2024.2364040\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Computation and Simulation","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00949655.2024.2364040","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
First-order multivariate integer-valued autoregressive model with multivariate mixture distributions
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...
期刊介绍:
Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer.
Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems.
JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented.
Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.