Integer-valued self-exciting threshold autoregressive processes (Q2920072)
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scientific article; zbMATH DE number 6098044
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integer-valued self-exciting threshold autoregressive processes |
scientific article; zbMATH DE number 6098044 |
Statements
Integer-Valued Self-Exciting Threshold Autoregressive Processes (English)
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23 October 2012
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count processes
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binomial thinning
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threshold models
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0.9128105044364928
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0.8891458511352539
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0.8639363646507263
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0.8576940298080444
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