Integer-Valued Self-Exciting Threshold Autoregressive Processes (Q2920072)

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Integer-Valued Self-Exciting Threshold Autoregressive Processes
scientific article

    Statements

    title
    Integer-Valued Self-Exciting Threshold Autoregressive Processes (English)
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    author
    Magda Monteiro
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    Manuel G. Scotto
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    Isabel M. S. Pereira
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    publication date
    23 October 2012
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    zbMATH Keywords
    count processes
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    binomial thinning
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    threshold models
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F10
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    65C60
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    zbMATH DE Number
    6098044
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