Self-Excited Threshold Poisson Autoregression (Q4975415): Difference between revisions

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Property / author: Jian-feng Yao / rank
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Latest revision as of 05:09, 14 July 2024

scientific article; zbMATH DE number 6756967
Language Label Description Also known as
English
Self-Excited Threshold Poisson Autoregression
scientific article; zbMATH DE number 6756967

    Statements

    Self-Excited Threshold Poisson Autoregression (English)
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    4 August 2017
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    integer-valued GARCH
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    invariant probability measure
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    self-excited threshold process
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    strong law of large numbers
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    time series of counts
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