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Generalized binary vector autoregressive processes
binary decisions whenever a signal is above a certain threshold or not, see for example, Cheng et al. (2013). Hence, multiple two-state time series with states ‘detection’ and ‘no detection’ are observed. In [...] l Σe, we refer to the classical article by Bahadur (1961) and the more recent work by Dai et al. (2013).
The model parameters of the process (1.12) are summarized in the matrix ∶= [,] with ∶= ( 𝛼kl [...] multi-variate Bernoulli distributions allowing for dependence also beyond K = 2, we refer to Dai et al. (2013).
In Table II, we report the MSE for the diagonal and non-diagonal elements of Σ̂e for different sample …
