LI, YEHUA; GENTON, MARC G. - In: Scandinavian Journal of Statistics 36 (2009) 3, pp. 369-388
We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided for stationarity of such models. We also study...