Cover Image

Additive Matrix Integer-Valued Autoregressive Model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cui, Kaiyan, Hu, Yikai, Guo, Tianyun
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Reduce-Rank Matrix Integer-Valued Autoregressive Model
by: Cui, Kaiyan, et al.
Published: (2025)

Mixture Matrix-valued Autoregressive Model
by: Wu, Fei, et al.
Published: (2023)

Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)

Hypothesis Testing for High-Dimensional Matrix-Valued Data
by: Cui, Shijie, et al.
Published: (2024)

Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
by: Li, Degui, et al.
Published: (2025)

Limit Results for Estimation of Connectivity Matrix in Multi-layer Stochastic Block Models
by: Su, Wenqing, et al.
Published: (2024)

Generalized Autoregressive Multivariate Models: From Binary to Poisson
by: Bykhovskaya, Anna, et al.
Published: (2026)

Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach
by: Yang, Xuanling, et al.
Published: (2024)

Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models
by: Liu, Hua, et al.
Published: (2020)

Sharp Bounds for Multiple Models in Matrix Completion
by: Liu, Dali, et al.
Published: (2024)

Autoregressive networks with dependent edges
by: Chang, Jinyuan, et al.
Published: (2024)

Statistical Physics of Coding for the Integers
by: Merhav, Neri
Published: (2026)

Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)

Smooth Backfitting for Additive Hazard Rates
by: Bischofberger, Stephan M., et al.
Published: (2023)

Cardinality Sparsity: Applications in Matrix-Matrix Multiplications and Machine Learning
by: Mohades, Ali, et al.
Published: (2023)

Estimation and Inference in Ultrahigh Dimensional Partially Linear Single-Index Models
by: Cui, Shijie, et al.
Published: (2024)

Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
by: Cavaliere, Giuseppe, et al.
Published: (2025)

Boosting Causal Additive Models
by: Kertel, Maximilian, et al.
Published: (2024)

Spherical Spatial Autoregressive Model for Spherically Embedded Spatial Data
by: Xu, Jiazhen, et al.
Published: (2026)

Gordon Growth Model with Vector Autoregressive Process
by: Gankhuu, Battulga
Published: (2024)

Spatiotemporal Autoregressive Models for Areal Compositional Data
by: Eckardt, Matthias, et al.
Published: (2025)

Online Quantile Regression for Nonparametric Additive Models
by: Zhan, Haoran
Published: (2026)

Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model
by: He, Yong, et al.
Published: (2024)

Additive-Functional Approach to Transport in Periodic and Tilted Periodic Potentials
by: Yang, Sang, et al.
Published: (2026)

Higher-Order Causal Structure Learning with Additive Models
by: Enouen, James, et al.
Published: (2025)

Sparse PCA: A New Scalable Estimator Based On Integer Programming
by: Behdin, Kayhan, et al.
Published: (2021)

Semiparametric Efficiency of Residual Correlation Testing under Gaussian Additive Noise Models
by: Tang, Yin, et al.
Published: (2026)

Estimating Counts Through an Average Rounded to the Nearest Non-negative Integer and its Theoretical & Practical Effects
by: Rivera, Roberto, et al.
Published: (2021)

Debiasing Continuous-time Nonlinear Autoregressions
by: Kuang, Simon, et al.
Published: (2025)

Double-Estimation-Friendly Inference for High-Dimensional Measurement Error Models with Non-Sparse Adaptability
by: Cui, Shijie, et al.
Published: (2024)

Matrix norm shrinkage estimators and priors
by: Li, Xiao, et al.
Published: (2024)

Minimax Signal Detection in Sparse Additive Models
by: Kotekal, Subhodh, et al.
Published: (2023)

Coherence-free Entrywise Estimation of Eigenvectors in Low-rank Signal-plus-noise Matrix Models
by: Yan, Hao, et al.
Published: (2024)

On the relation between Global VAR Models and Matrix Time Series Models with Multiple Terms
by: Kidik, Dietmar Bauer Kurtulus
Published: (2026)

Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023)

Asymptotic Normality of the Conditional Value-at-Risk based Pickands Estimator
by: Li, Yizhou, et al.
Published: (2024)

Factor Strength Estimation in Vector and Matrix Time Series Factor Models
by: Chen, Weilin, et al.
Published: (2024)

Iterative Collaborative Filtering for Sparse Matrix Estimation
by: Borgs, Christian, et al.
Published: (2017)

Matrix-variate integer-valued autoregressive processes
by: Xu, Nuo, et al.
Published: (2025)

Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
by: Kock, Anders Bredahl, et al.
Published: (2024)