A new binomial autoregressive process with explanatory variables

DOI10.1016/J.CAM.2022.114814OpenAlexW4296194675MaRDI QIDQ2087513

De-Hui Wang, Rui Zhang

Publication date: 21 October 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2022.114814

zbMATH Keywords

random coefficientsexplanatory variablesautoregressive structuresbinomial autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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