First-order random coefficients integer-valued threshold autoregressive processes (Q2316737)
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scientific article; zbMATH DE number 7089200
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| English | First-order random coefficients integer-valued threshold autoregressive processes |
scientific article; zbMATH DE number 7089200 |
Statements
First-order random coefficients integer-valued threshold autoregressive processes (English)
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6 August 2019
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threshold integer-valued autoregressive models
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random coefficient models
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binomial thinning
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estimation
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forecasting
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D-NeSS algorithm
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0.8953924775123596
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0.8664409518241882
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0.8587385416030884
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0.8572097420692444
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0.8546088337898254
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