Self-Excited Threshold Poisson Autoregression (Q4975415): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1307.4626 / rank | |||
Normal rank | |||
Revision as of 21:08, 19 April 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)
0 references
4 August 2017
0 references
integer-valued GARCH
0 references
invariant probability measure
0 references
self-excited threshold process
0 references
strong law of large numbers
0 references
time series of counts
0 references
