Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257)
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scientific article; zbMATH DE number 7166729
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| English | Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts |
scientific article; zbMATH DE number 7166729 |
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Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (English)
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12 February 2020
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integer-valued time series
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threshold autoregressive processes
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empirical likelihood
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maximum empirical likelihood estimators
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testing nonlinearity
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0.8423963189125061
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0.8406861424446106
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0.8258181214332581
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0.8225510716438293
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