On a periodic negative binomial SETINAR model (Q6171512): Difference between revisions

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+https://doi.org/10.1080/03610918.2021.1873372
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+W3126544052
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+Periodic integer-valued bilinear time series model
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+Periodic integer-valued GARCH(1, 1) model
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+Q5560061
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
@@ Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank @@
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+Integer-Valued GARCH Process
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+Q5613639
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+On conditional least squares estimation for stochastic processes
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+First-order random coefficients integer-valued threshold autoregressive processes
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+Integer-valued autoregressive processes with periodic structure
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+Integer-Valued Self-Exciting Threshold Autoregressive Processes
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+On mixture periodic Integer-Valued <i>ARCH</i> models
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+A bivariate INAR(1) process with application
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+Q3592129
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+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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+Efficient estimation in periodic INAR(1) model: parametric case
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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+Testing and Modeling Threshold Autoregressive Processes
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+Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
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+Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
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+An integer-valued threshold autoregressive process based on negative binomial thinning
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+Likelihood estimation and inference in threshold regression
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