- Article
A Time-Varying Mixture Integer-Valued Threshold Autoregressive Process Driven by Explanatory Variables
- Danshu Sheng,
- Dehui Wang,
- Jie Zhang,
- Xinyang Wang and
- Yiran Zhai
In this paper, a time-varying first-order mixture integer-valued threshold autoregressive process driven by explanatory variables is introduced. The basic probabilistic and statistical properties of this model are studied in depth. We proceed to deri...