Self-Excited Threshold Poisson Autoregression (Q4975415)
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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)
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4 August 2017
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integer-valued GARCH
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invariant probability measure
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self-excited threshold process
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strong law of large numbers
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time series of counts
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