Self-Excited Threshold Poisson Autoregression (Q4975415): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2165098365 / rank | |||
Normal rank |
Revision as of 18:07, 19 March 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