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

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+W2165098365
@@ Property / OpenAlex ID: W2165098365 / rank @@
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+.4626
@@ Property / arXiv ID: 1307.4626 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
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@@ Property / cites work @@
+Observation-driven models for Poisson counts
@@ Property / cites work: Observation-driven models for Poisson counts / rank @@
+Normal rank
@@ Property / cites work @@
+Iterated Random Functions
@@ Property / cites work: Iterated Random Functions / rank @@
+Normal rank
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+Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
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+On weak dependence conditions for Poisson autoregressions
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+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Log-linear Poisson autoregression
@@ Property / cites work: Log-linear Poisson autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Poisson autoregression
@@ Property / cites work: Nonlinear Poisson autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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@@ Property / cites work @@
+Absolute regularity and ergodicity of Poisson count processes
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@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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@@ Property / cites work @@
+Stationarity of generalized autoregressive moving average models
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@@ Property / cites work @@
+Limit theorems for iterated random functions
@@ Property / cites work: Limit theorems for iterated random functions / rank @@
+Normal rank
@@ Property / cites work @@
+Hidden Markov Models for Time Series
@@ Property / cites work: Hidden Markov Models for Time Series / rank @@
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