Jentsch, Carsten; Reichmann, Lena - In: Journal of Time Series Analysis 43 (2021) 2, pp. 285-311
Vector‐valued‐60 extensions of univariate generalized binary auto‐regressive (gbAR) processes are proposed that enable the joint modeling of serial and cross‐sectional‐50 dependence of multi‐variate binary data. The resulting class of generalized binary vector auto‐regressive...