Self-excited threshold Poisson autoregression (Q4975415)
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scientific article; zbMATH DE number 6756967
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| default for all languages | No label defined |
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| English | Self-excited threshold Poisson autoregression |
scientific article; zbMATH DE number 6756967 |
Statements
Self-Excited Threshold Poisson Autoregression (English)
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4 August 2017
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integer-valued GARCH
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invariant probability measure
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self-excited threshold process
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strong law of large numbers
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time series of counts
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0.8397332429885864
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0.8322076797485352
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0.8225510716438293
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0.8217442035675049
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0.8212242722511292
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