High-order self-excited multiple thresholds generalized integer-valued autoregressive model

DOI10.15672/HUJMS.1650968MaRDI QIDQ6896128zbMATH OpenFDO

Authors Mohamed Ameziane Sadoun

Publication date 24 November 2025

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/HUJMS.1650968

zbMATH Keywords

\(SET-GINAR(Kconditional least squares estimatorconditional maximum likelihood estimatorcount integer-valued processnonlinearity time seriesp)\) model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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