Integer-valued self-exciting threshold autoregressive processes
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Cites work
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- A simple integer-valued bilinear time series model
- Adaptive Thresholds
- Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
- Discrete analogues of self-decomposability and stability
- Extremes of integer-valued moving average sequences
- Least-squares estimation for bifurcating autoregressive processes
- Note on integer-valued bilinear time series models
- On conditional least squares estimation for stochastic processes
- Optimal Alarm Systems for Count Processes
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
Cited in
(59)- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- A study for the NMBAR(1) processes
- Stationary count time series models
- Self-excited threshold Poisson autoregression
- Threshold integer-valued autoregressive model with serially dependent innovation
- First-order random coefficients integer-valued threshold autoregressive processes
- On Periodic Generalized Poisson INAR ( p ) Models
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Forecasting natural disaster frequencies using nonstationary count time series models
- Maximum-likelihood estimation of the Po-MDDRCINAR( p ) model with analysis of a COVID-19 data
- Self-exciting threshold binomial autoregressive processes
- Random environment integer-valued autoregressive process
- First-order binomial autoregressive processes with Markov-switching coefficients
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- Integer-valued moving average models with structural changes
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Multivariate threshold integer-valued autoregressive processes with explanatory variables
- Generalized Poisson integer-valued autoregressive processes with structural changes
- Integer-valued self-exciting periodic threshold autogressive processes
- Threshold models for integer-valued time series with infinite or finite range
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- On a periodic SETINAR model
- Integer-valued autoregressive processes with periodic structure
- On bivariate threshold Poisson integer-valued autoregressive processes
- Marginal analysis of count time series in the presence of missing observations
- Self-excited hysteretic negative binomial autoregression
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- Parameter estimation for a threshold Poisson log-linear autoregressive model
- A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
- Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
- A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
- On a periodic negative binomial SETINAR model
- Self-exciting threshold models for time series of counts with a finite range
- A class of mixed thinning threshold integer-valued autoregressive model for the COVID-19 data
- Random environment threshold integer-valued autoregressive process and parameter estimation
- A study of RCINAR(1) process with generalized negative binomial marginals
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Observation-driven random coefficient threshold INAR models for count time series
- First-order integer-valued autoregressive process with Markov-switching coefficients
- On bivariate self-exciting hysteretic integer-valued autoregressive processes
- Statistical inference for self-exciting threshold INAR processes with missing values
- QMLE of periodic integer-valued time series models
- Local asymptotic normality and optimal estimation for self-excited threshold generalized INAR(p) models
- A Poisson INAR(1) model with serially dependent innovations
- High-order self-excited multiple thresholds generalized integer-valued autoregressive model
- Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
- Thinning-based models in the analysis of integer-valued time series: a review
- On MCMC sampling in self-exciting integer-valued threshold time series models
- An integer-valued threshold autoregressive process based on negative binomial thinning
- A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation
- A threshold mixed count time series model: estimation and application
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
- A first-order random coefficient mixed-thinning threshold integer-valued autoregressive model to analyze the COVID-19 data
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
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