A threshold mixed count time series model: estimation and application

DOI10.1515/SNDE-2018-0029MaRDI QIDQ2697080zbMATH OpenOpenAlexWikidataFDO

Authors Mardi Dungey, Vance Martin, Chrismin Tang, A. R. Tremayne

Publication date 17 April 2023

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/snde-2018-0029

zbMATH Keywords

banking crisesbinomial thinningcount time seriesefficient method of momentsthreshold

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(4)

• Count Data Time Series Models Based on Expectation Thinning
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Identifying changes in the distribution of income from higher-order moments with an application to Australia
• Artificial neural networks and time series of counts: a class of nonlinear INGARCH models

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