A threshold mixed count time series model: estimation and application (Q2697080): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1515/snde-2018-0029
+Normal rank
@@ Property / OpenAlex ID @@
+W2923540351
@@ Property / OpenAlex ID: W2923540351 / rank @@
+Normal rank
@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+Integer-valued moving average (INMA) process
@@ Property / cites work: Integer-valued moving average (INMA) process / rank @@
+Normal rank
@@ Property / cites work @@
+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Estimation in integer-valued moving average models
+Normal rank
@@ Property / cites work @@
+GENERALIZED INTEGER-VALUED AUTOREGRESSION
@@ Property / cites work: GENERALIZED INTEGER-VALUED AUTOREGRESSION / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of higher-order integer-valued autoregressive processes
+Normal rank
@@ Property / cites work @@
+Estimation of mis-specified long memory models
@@ Property / cites work: Estimation of mis-specified long memory models / rank @@
+Normal rank
@@ Property / cites work @@
+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
@@ Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Simulated Moments Estimation of Markov Models of Asset Prices
+Normal rank
@@ Property / cites work @@
+Subsampling inference in threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Testing for structural change in conditional models
+Normal rank
@@ Property / cites work @@
+Binomial thinning models for integer time series
@@ Property / cites work: Binomial thinning models for integer time series / rank @@
+Normal rank
@@ Property / cites work @@
+Convolution-closed models for count time series with applications
+Normal rank
@@ Property / cites work @@
+Estimation in conditional first order autoregression with discrete support
+Normal rank
@@ Property / cites work @@
+On conditional least squares estimation for stochastic processes
+Normal rank
@@ Property / cites work @@
+References
@@ Property / cites work: References / rank @@
+Normal rank
@@ Property / cites work @@
+EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Efficient Probabilistic Forecasts for Counts
@@ Property / cites work: Efficient Probabilistic Forecasts for Counts / rank @@
+Normal rank
@@ Property / cites work @@
+The distributional structure of finite moving-average processes
+Normal rank
@@ Property / cites work @@
+Some ARMA models for dependent sequences of poisson counts
+Normal rank
@@ Property / cites work @@
+Self-exciting threshold models for time series of counts with a finite range
+Normal rank
@@ Property / cites work @@
+Self-exciting threshold binomial autoregressive processes
+Normal rank
@@ Property / cites work @@
+Integer-Valued Self-Exciting Threshold Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Subsampling
@@ Property / cites work: Subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete analogues of self-decomposability and stability
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Excited Threshold Poisson Autoregression
@@ Property / cites work: Self-Excited Threshold Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Thinning operations for modeling time series of counts -- a survey
+Normal rank
@@ Property / cites work @@
+An Introduction to Discrete‐Valued Time Series
@@ Property / cites work: An Introduction to Discrete‐Valued Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+THE BOOTSTRAP IN THRESHOLD REGRESSION
@@ Property / cites work: THE BOOTSTRAP IN THRESHOLD REGRESSION / rank @@
+Normal rank